Similar Search Results

Robustness of multivariate tests

Kariya, Takeaki - 1981

Persistent link: https://www.econbiz.de/10003596349

Multivariate tests with incomplete data

Eaton, Morris; Kariya, Takeaki - 1983

Persistent link: https://www.econbiz.de/10003534480

Credit risk analysis on Euro government bonds-term structures of default probabilities

Kariya, Takeaki; Yamamura, Yoshiro; Tanokura, Yoko; … - In: Asia-Pacific financial markets 22 (2015) 4, pp. 397-427

Persistent link: https://www.econbiz.de/10011524823

Measuring credit risk of individual corporate bonds in US energy sector

Kariya, Takeaki; Tanokura, Yoko; Takada, Hideyuki; … - In: Asia-Pacific financial markets 23 (2016) 3, pp. 229-262

Persistent link: https://www.econbiz.de/10011619917

Prediction of Individual Bond Prices Via Tdm Model

Kariya, Takeaki - 2000

In Kariya and Tsuda (1994), the TDM (Time Dependent Markov) bond pricing model is shown to be of great in-sample performance. In fact, the standard errors of the model are almost all less than 0.5 yen among 120 models where the face value of a bond is 100 yen. In this paper, the TDM model is...

Persistent link: https://www.econbiz.de/10012789197

New bond pricing models with applications to Japanese data

Kariya, Takeaki; Tsuda, Hiroshi - 1993

Persistent link: https://www.econbiz.de/10000143117

An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kanji; Kariya, Takeaki - 1995

Persistent link: https://www.econbiz.de/10000555678

Quantitative methods for portfolio analysis : MTV model approach

Kariya, Takeaki - 1993

Persistent link: https://www.econbiz.de/10013277643

An extensive analysis on the Japanese markets via S. Taylor' s model

Kariya, Takeaki (contributor) - 1995

Persistent link: https://www.econbiz.de/10000625222

Empirically Effective Government and Corporate Bond Pricing Models : Yield Curves and Default Curves

Kariya, Takeaki; Yamamura, Yoshiro - 2025

An Overview over the Content of This Book -- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System -- Pricing Government Bonds and Yield Curves via K Models -- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models -- Empirical Effectiveness of...

Persistent link: https://www.econbiz.de/10015408965