Narrow search
Showing 1 - 6 of 6
Cover Image
A Markov-chain sampling algorithm for GARCH models
Nakatsuma, Teruo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10009949724
Cover Image
Exact Inference Using Variable Integrating Constant Importance Distributions
Romeo, Charles J.; Nakatsuma, Teruo - In: Computational economics 23 (2004) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10007029429
Cover Image
Quantitative Methods for Portfolio Analysis -- MTV Model Approach
Kariya, Takeaki - In: Interfaces : the INFORMS journal on the practice of … 26 (1996) 2, pp. 113
Persistent link: https://www.econbiz.de/10006320199
Cover Image
LBI tests of independence in bivariate exponential distributions
Bilodeau, S.Martin; Kariya, Takeaki - In: Annals of the Institute of Statistical Mathematics : AISM 46 (1994) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10006596319
Cover Image
A three-factor valuation model for mortgage-backed securities (MBS)
Kariya, Takeaki; Ushiyama, Fumiaki; Pliska, Stanley R. - In: Managerial finance 37 (2011) 11, pp. 1068-1088
Persistent link: https://www.econbiz.de/10009330247
Cover Image
Weather risk swap valuation
Kariya, Takeaki - In: Managerial finance 37 (2011) 11, pp. 995-1011
Persistent link: https://www.econbiz.de/10009330251