1. Forecasting Financial Market Volatility Using a Dynamic Topic Model

   • Takayuki Morimoto
   • Yoshinori Kawasaki

   OriginalPaper 19 July 2017 Pages: 149 - 167

   

2. Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia

   • Mohammadreza Janvisloo Alizadeh
   • Reza Sherafatian-Jahromi

   OriginalPaper 04 August 2017 Pages: 169 - 191

   

3. Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering

   • Takashi Isogai

   OriginalPaper 22 September 2017 Pages: 193 - 220

   

4. Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps

   • Hiroaki Hata
   • Jun Sekine

   Review Article 01 September 2017 Pages: 221 - 252