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Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises
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January 2009
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Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
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June 2007
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A Gaussian Test for Cointegration
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January 2009
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Spillover Effects among the Greater China Region Stock Markets
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January 2006
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Trade Liberalisation, Financial Development and Economic Growth
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January 2007
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
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January 2006
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A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
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January 2006
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