ASYMPTOTICS FOR OPTION PRICING IN STOCHASTIC VOLATILITY ENVIRONMENT
by: K. Narita Page: 1 - 39 Far East Journal of Theoretical Statistics Volume 30, Issue 1, Pages 1 - 39 (January 2010) Downloads: 343 Views: 899
REGIME-SENSITIVE COINTEGRATION: THE RELATIONSHIP BETWEEN GOLD AND SILVER
by: Margherita Gerolimetto and Isabella Procidano Page: 41 - 47 Far East Journal of Theoretical Statistics Volume 30, Issue 1, Pages 41 - 47 (January 2010) Downloads: 328 Views: 1317
ASYMPTOTIC DISTRIBUTION OF MULTIVARIATE SAMPLE MEASURE OF KURTOSIS FOR ASSESSING NORMALITY
by: Yosihito Maruyama Page: 49 - 59 Far East Journal of Theoretical Statistics Volume 30, Issue 1, Pages 49 - 59 (January 2010) Downloads: 321 Views: 1078
A NEW COPULA FUNCTION FOR CONSTRUCTION OF MULTIVARIATE DISTRIBUTIONS WITH SPECIFIED MARGINALS
by: S. A. Shaban and Ayman Orabi Page: 61 - 70 Far East Journal of Theoretical Statistics Volume 30, Issue 1, Pages 61 - 70 (January 2010) Downloads: 348 Views: 1001
CONTIGUITY OF FRACTIONAL DIFFERENCING
by: Takeshi Kato and Antonina Avisado Binsol Page: 71 - 88 Far East Journal of Theoretical Statistics Volume 30, Issue 1, Pages 71 - 88 (January 2010) Downloads: 312 Views: 789