Nonparametric prediction for the time-dependent volatility of the security price Atsuyuki Kogure OriginalPaper Pages: 1 - 22
On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model Hiroshi Tsuda OriginalPaper Pages: 23 - 40
The impact of portfolio diversification on mean reverting components of stock indices Gordon Y. N. Tang OriginalPaper Pages: 41 - 57
Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates Giovani DematosMilton S. BoydIebeling Kaastra OriginalPaper Pages: 59 - 75
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates Hiroshi KonnoToru Takase OriginalPaper Pages: 77 - 85
