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: 407 Views: 1034
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: 401 Views: 1502
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: 414 Views: 1324
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: 413 Views: 1161
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: 384 Views: 940
