Narrow search
Showing 1 - 7 of 7
Cover Image
Fixed size confidence regions for parameters of stationary processes based on a minimum contrast estimator
Shiohama, Takayuki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003054584
Cover Image
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Cover Image
Asymptotic expansion for interest rates with non-Gaussian dependent innovations
Shiohama, Takayuki; Tamaki, Kenichiro - In: Interest rates : term structure models, monetary …, (pp. 19-61). 2012
Persistent link: https://www.econbiz.de/10009658369
Cover Image
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu; Tamaki, Kenichiro; Shiohama, Takayuki - In: Asia-Pacific financial markets 20 (2013) 4, pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Cover Image
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
Shimizu, Hidehiko; Shiohama, Takayuki - In: Asia-Pacific financial markets 26 (2019) 4, pp. 453-477
Persistent link: https://www.econbiz.de/10012309815
Cover Image
Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko; Shiohama, Takayuki - In: International review of financial analysis 68 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
Cover Image
Land price polarization and dispersion in Tokyo : a spatial model approach
Kanno, Yuta; Shiohama, Takayuki - In: Asia-Pacific journal of regional science 6 (2022) 2, pp. 807-835
Persistent link: https://www.econbiz.de/10013279466