ディスカッションペーパー2006 | 創価大学　経済学部

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