- 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2012
ディスカッションペーパー2012
Faculty of Economics, Soka University
| No | Title | Author | Date | DP |
|---|---|---|---|---|
| 004 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing | Manabu Asai and Michael McAleer | December 2012 | |
| 003 | Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes | Manabu Asai and Mike K.P. So | October 2012 | |
| 002 | Why Do Municipalities Recycle?: Using a Bayesian Panel Spatial Autoregressive Probit Model | Takehiro Usui, Kazuhiko Kakamu, and Mitsuko Chikasada | July 2012 | |
| 001 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models | Manabu Asai, Massimiliano Caporin and Michael McAleer | March 2012 |
2012-13 All Copyright reserved by Faculty of Economics, Soka University
