ディスカッションペーパー2006

Faculty of Economics, Soka University

No Title Author Date DP
014 Efficiency Wages, Shirking Model, and Employer Size-Wage Differentials Makoto Masui December, 2006 PDF
013 Multivariate Stochastic Volatility, Leverage and News Impact Surfaces Manabu Asai and Michael McAleer October, 2006 (Revised Jan. 2009) PDF
012 Autoregressive Stochastic Volatility Models with Heavy-tailed Distributions: A Comparison with Multifactor Volatility Models Manabu Asai October, 2006 PDF
011 A Cost Structure Analysis of Municipal Solid Waste Management Using Panel Data (In Japanese) Takehiro Usui Sept, 2006 PDF
010 Portfolio Index GARCH: A Class of Parsimonious Dynamic Covariance Models Manabu Asai and Michael McAleer August, 2006 PDF
009 The Structure of Dynamic Correlations in Multivariate Stochastic Volatility Models Manabu Asai and Michael McAleer August, 2006(Revised Feb.2007) PDF
008 Properties of a Wage-Posting Equilibrium with Non-Pecuniary Job Characteristics Makoto Masui July, 2006 PDF
007 Estimating Effect of Unit-Based Pricing under the Japanese Recycling Law; In the Presence of Sample Selection Bias Takehiro Usui June, 2006 PDF
006 Non-Trading Day Effects in Asymmetric Conditional and Stochastic Volatility Models Manabu Asai and Michael McAleer Mar, 2006 PDF
005 Asymmetry, Leverage and Size Effects in Stochastic Volatility Models Manabu Asai and Michael McAleer Feb, 2006 PDF
004 A Distribution-Free Test for Symmetry with an Application to S&P Index Returns Manabu Asai and Ulziijargal Dashzeveg Feb, 2006 PDF
003 Asymmetric Multivariate Stochastic Volatility Manabu Asai and Michael McAleer Jan, 2006 PDF
002 Effective Wage Incentives and Binding Power of Morale Ichiro Takahashi and Isamu Okada 2006 PDF
001 NonpaternalisticAltruism and Functional Interdependance of Social Preferences Hajime Hori June 8, 2006 PDF
2006 All Copyright reserved by Faculty of Economics, Soka University



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