- 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2017
ディスカッションペーパー2017
Faculty of Economics, Soka University
| No | Title | Author | Date | DP |
|---|---|---|---|---|
| 004 | Realized Stochastic Volatility with General Asymmetry and Long Memory | Manabu Asai, Chia-Lin Chang, and Michael McAleer | April 2017 | |
| 003 | Stochastic Multivariate Mixture Covariance Model | Mike K.P. So, Raymond W.M. Li, Manabu Asai, and Yue Jiang | March 2017 | |
| 002 | Forecasting the Volatility of Nikkei 225 Futures | Manabu Asai and Michael McAleer | February 2017 | |
| 001 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models | Shelton Peiris, Manabu Asai, and Michael McAleer | January 2017 |
2017-18 All Copyright reserved by Faculty of Economics, Soka University
