- 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2018
ディスカッションペーパー2018
Faculty of Economics, Soka University
No | Title | Author | Date | DP |
---|---|---|---|---|
005 | Homotopy Analysis Method Applied SABR and XVA | Takayuki Sakuma | December 2018 | |
004 | The Development of Civil Engineering Projects and Village Communities in Seventeenth-to Nineteenth-Century Japan | Junichi Kanzaka | November 2018 | |
003 | Cointegrated Dynamics for A Generalized Long Memory Process: Application to Interest Rates | Manabu Asai, Shelton Peiris, Michael McAleer, and David Allen | October 2018 | |
002 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory | Manabu Asai, Michael McAleer, and Shelton Peiris | August 2018 | |
001 | A Simulation Smoother for Long Memory Time Series with Correlated and Heteroskedastic Additive Noise | Manabu Asai and Mike K.P. So | July 2018 |
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