Subordinated Market Index Models: A Comparison SIMON R. HURSTECKHARD PLATENSVETLOZAR T. RACHEV OriginalPaper Pages: 97 - 124
Decomposition of Japanese Yen Interest Rate Data Through Local Regression RITEI SHIBATARYOZO MIURA OriginalPaper Pages: 125 - 146
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea FANGXIONG GONGROBERTO S. MARIANO OriginalPaper Pages: 147 - 169
Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets MICHAEL C.S. WONG OriginalPaper Pages: 171 - 177
Convex Structure of the Constrained Least Square Problem for Estimating the Forward Rate Sequence HIROSHI KONNO OriginalPaper Pages: 179 - 185