1. Long Memory and Forecasting in Euroyen Deposit Rates

   • John T. Barkoulas
   • Christopher F. Baum

   OriginalPaper Pages: 189 - 201

2. Testing Gaussianity and Linearity of Japanese Stock Returns

   • Nobuhiko Terui
   • Takeaki Kariya

   OriginalPaper Pages: 203 - 232

3. Identifying Permanent and Temporary Components in Daily and Monthly Japanese Stock Prices

   • Bonnie Ray
   • Shaw Chen
   • Jeffrey Jarrett

   OriginalPaper Pages: 233 - 256

4. Cusum Techniques for Technical Trading in Financial Markets

   • Kin Lam
   • H. C. Yam

   OriginalPaper Pages: 257 - 274

5. An International Portfolio Optimization Model Hedged with Forward Currency Contracts

   • Ken-Ichi Suzuki
   • Hiroshi Konno
   • Munetaka Morjiri

   OriginalPaper Pages: 275 - 286

6. Financial Engineering and the Japanese Markets

   Legacy Pages: 287 - 287

7. Author Index

   Legacy Pages: 295 - 295

8. Volume Contents

   Legacy Pages: 296 - 297