Forecasting Financial Market Volatility Using a Dynamic Topic Model Takayuki MorimotoYoshinori Kawasaki OriginalPaper 19 July 2017 Pages: 149 - 167
Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia Mohammadreza Janvisloo AlizadehReza Sherafatian-Jahromi OriginalPaper 04 August 2017 Pages: 169 - 191
Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering Takashi Isogai OriginalPaper 22 September 2017 Pages: 193 - 220
Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps Hiroaki HataJun Sekine Review Article 01 September 2017 Pages: 221 - 252
