No Arbitrage Condition for Positive Diffusion Price Processes Freddy DelbaenHiroshi Shirakawa OriginalPaper Pages: 159 - 168
Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model Hiroshi Shirakawa OriginalPaper Pages: 169 - 190
An Interest Rate Model with Upper and Lower Bounds Freddy DelbaenHiroshi Shirakawa OriginalPaper Pages: 191 - 209
Market Efficiency and the Returns to Simple Technical Trading Rules: New Evidence from U.S. Equity Market and Chinese Equity Markets Gary Gang TianGuang Hua WanMingyuan Guo OriginalPaper Pages: 241 - 258
The Political Economy of Volatility Dynamics in the Hong Kong Stock Market Wai Mun FongSeng Kee Koh OriginalPaper Pages: 259 - 282
Long-Term Memory and Applying the Multi-Factor ARFIMA Models in Financial Markets Chikashi Tsuji OriginalPaper Pages: 283 - 304
A Prepayment Model for the Japanese Mortgage Loan Market: Prepayment-Type-Specific Parametric Model Approach Toru Sugimura OriginalPaper Pages: 305 - 335