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Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing

Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
Digital文書・図像類
Asai, Manabu, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-01KIER Discussion Paper840
Available onlineOther Libraries in Japan
  • Summary, etc....ral asymmetric multifactor Wishart stocha......ck effects and multifactor for the covariance process. T...
  • Subject Heading...edback Effects Multifactor Model Option Pricing

Trade, Capital Redistribution and Firm Structure

Trade, Capital Redistribution and Firm Structure
Digital文書・図像類
Qiu, Larry D., Zhou, WenInstitute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan
  • Subject Heading...n multiproduct multifactor firm structure scale scope me...

Political instability and stock market returns : evidence from firm-level panel data of securities in Bangladesh

Political instability and stock market returns : evidence from firm-level panel data of securities in Bangladesh
Digital文書・図像類
Iqbal, Kazi, Tsubota, Kenmei, Shonchoy, Abu S, Hoque, MainulInstitute of Developing Economies　(IDE-JETRO)2018-05IDE Discussion Paper712
Other Libraries in Japan
  • Subject Heading...al Factor, and Multifactor Productivity • Capacity JEL:D...

Trade, Capital Redistribution and Firm Structure

Trade, Capital Redistribution and Firm Structure
Digital文書・図像類
Qiu, Larry D, Wen Zhou, WenCenter for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2010-05
Available onlineOther Libraries in Japan
  • Subject Heading...n multiproduct multifactor firm structure scale scope me...

‘Made in the World’: Measuring the Productivity of Global Value Chains

‘Made in the World’: Measuring the Productivity of Global Value Chains
Digital文書・図像類
Cheng,Wenyin, Meng,Bo, Gao,YuningInstitute of Developing Economies　(IDE-JETRO)2023-03IDE Discussion Paper890
Other Libraries in Japan
  • Subject Heading...al Factor, and Multifactor Productivity • Capacity JEL:O...

Distributional impact of political violence : evidence from differential impacts on commodity price

Distributional impact of political violence : evidence from differential impacts on commodity price
Digital文書・図像類
Iqbal, Kazi, Tsubota, Kenmei, Shonchoy, Abu S, Hoque, MainulInstitute of Developing Economies　(IDE-JETRO)2018-05IDE Discussion Paper711
Other Libraries in Japan
  • Subject Heading...al Factor, and Multifactor Productivity • Capacity JEL:D...

Aggregate Productivity Growth and the Contribution of Japan's ICT Assets : Isn't It Anther Puzzule?

Aggregate Productivity Growth and the Contribution of Japan's ICT Assets : Isn't It Anther Puzzule?
Digital文書・図像類
篠崎, 彰彦Rearch Center of Socionetwork Strategies, The Institute of Economic and Political Studies, Kansai University2004-09RCSS Discussion Paper Series20p.1-23
Available onlineOther Libraries in Japan
  • Summary, etc....cal changes of multifactor productivity growth and the c...
  • Subject HeadingJapanese economy multifactor productivity growth accountin...

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