- 経済学部トップ
- 教員紹介
- ディスカッションペーパー
- ディスカッションペーパー2007
ディスカッションペーパー2007
Faculty of Economics, Soka University
| No | Title | Author | Date | DP |
|---|---|---|---|---|
| 006 | Asymmetric Stochastic Volatility Models Using Range Data: Estimation and Empirical Evidence form Emerging Equity Markets | Manabu Asai and Angelo Unite | Oct, 2007 | |
| 005 | Dynamic Conditional Correlations for Asymmetric Processes | Manabu Asai and Michael McAleer | Sep, 2007 | |
| 004 | The Relationship between Stock Return Volatility and Trading Volume: The case of The Philippines | Manabu Asai and Angelo Unite | May, 2007 | |
| 003 | Policy of Working Time Reduction, Unpaid Overtime Work and Unemployment | Makoto Masui | April, 2007 | |
| 002 | Multivariate Stochastic Volatility | Siddhartha Chib, Yasuhiro Omori and Manabu Asai | March, 2007 | |
| 001 | A New Method for Estimating Integrated Volatility with Noisy Realized Volatility | Manabu Asai, Michael McAleer and Marcelo C. Medeiros | January, 2007 |
2007 All Copyright reserved by Faculty of Economics, Soka University
