المؤلفون: Tetsuo Kurosaki, Young Shin Kim

المصدر: Investment Management & Financial Innovations, Vol 10, Iss 2 (2013)

مصطلحات موضوعية: Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5208/imfi_en_2013_02_Kurosaki.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/3f4845d8d5d046cc87edcda44b9e6ed4

المؤلفون: Tetsuo Kurosaki, Young Shin Kim

المصدر: Investment Management & Financial Innovations, Vol 10, Iss 1 (2013)

مصطلحات موضوعية: Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5084/imfi_en_2013_01cont_Kurosaki.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/96195d0a3d7c4b64948f608a33f6c6d4

المؤلفون: Yuji Sakurai, Tetsuo Kurosaki

المصدر: Quantitative Finance. 22:2219-2236

مصطلحات موضوعية: General Economics, Econometrics and Finance, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::07cdf039de2f7255f4d6b6cae7810900
https://doi.org/10.1080/14697688.2022.2114930

المؤلفون: Yuji Sakurai, Tetsuo Kurosaki

المصدر: Research in International Business and Finance. 65:101915

مصطلحات موضوعية: Business, Management and Accounting (miscellaneous), Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8f2d600e66cfebe6f18bd3cd97783e44
https://doi.org/10.1016/j.ribaf.2023.101915

المؤلفون: Yuji Sakurai, Tetsuo Kurosaki

المصدر: Journal of Economic Interaction and Coordination. 15:243-281

مصطلحات موضوعية: Economics and Econometrics, Credit default swap, 05 social sciences, Monetary economics, Collateral management, 01 natural sciences, 010305 fluids & plasmas, Market liquidity, 0502 economics and business, 0103 physical sciences, Systemic risk, Derivatives market, Tail risk, Business, 050207 economics, Business and International Management, Credit valuation adjustment, Credit risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::3bd15abe3a92715756010660a514a66c
https://doi.org/10.1007/s11403-019-00260-7

المؤلفون: Tetsuo Kurosaki, Tetsuya Yamada, Ko Miura, Koichiro Kamada

المصدر: The North American Journal of Economics and Finance. 59:101569

مصطلحات موضوعية: Economics and Econometrics, Bond, media_common.quotation_subject, Monetary economics, Interest rate, Economic indicator, Central bank, Quantitative easing, Economics, Government bond, Private information retrieval, Futures contract, Finance, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::80011d5420b1d8a574163ec09b2c771f
https://doi.org/10.1016/j.najef.2021.101569

المؤلفون: Tetsuo Kurosaki

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arxiv.org/pdf/0712.0139v1.pdf.

مصطلحات موضوعية: problems, Symbolic

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.249.2343; http://arxiv.org/pdf/0712.0139v1.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.249.2343
http://arxiv.org/pdf/0712.0139v1.pdf

المؤلفون: Tetsuo Kurosaki, Youngshin Kim

مصطلحات موضوعية: Cryptocurrency, Heteroscedasticity, 050208 finance, Computer science, Autoregressive conditional heteroskedasticity, 05 social sciences, Multivariate normal distribution, Context (language use), FOS: Economics and business, Portfolio Management (q-fin.PM), 0502 economics and business, Econometrics, Portfolio, 050207 economics, Portfolio optimization, Time series, Finance, Quantitative Finance - Portfolio Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79699a98bed06491b44939d563d7ef5e

المؤلفون: Young Shin Kim, Abhinav Anand, Tetsuo Kurosaki, Tiantian Li

المصدر: Annals of Operations Research. 253:21-41

مصطلحات موضوعية: Estimation, Equity risk, 050208 finance, Financial risk, Risk measure, 05 social sciences, General Decision Sciences, Statistical model, Too big to fail, Management Science and Operations Research, 0502 economics and business, Economics, Econometrics, Portfolio, 050207 economics, Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::c30d7e1dc78c8dcd3e606b39e9338cc6
https://doi.org/10.1007/s10479-016-2309-y

المؤلفون: Tetsuo Kurosaki, Young Shin Kim

المصدر: Studies in Nonlinear Dynamics & Econometrics. 23

مصطلحات موضوعية: Economics and Econometrics, Heteroscedasticity, Exchange rate, Currency, Risk measure, Autoregressive conditional heteroskedasticity, Econometrics, Economics, Portfolio, Portfolio optimization, Social Sciences (miscellaneous), Analysis, Value at risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::51a9801d6ecc0fa3c8ec051da45c8fed
https://doi.org/10.1515/snde-2017-0119

المؤلفون: Abhinav Anand, Tiantian Li, Aaron Kim, Tetsuo Kurosaki

مصطلحات موضوعية: Multivariate statistics, Economics and Econometrics, Value-at-Risk (VaR), Financial economics, Quadratic equation, Foster-Hart risk, Spectral risk measure, Average Value-at-Risk (AVaR), 0502 economics and business, Normal tempered stable distribution, Econometrics, Economics, 050207 economics, Stock (geology), Transaction cost, 050208 finance, 05 social sciences, Financial market, Equity (finance), Market microstructure, Expected shortfall, Reward risk ratio, Portfolio, Portfolio optimization, ARMA–GARCH model, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c9f78291ac6e5f26648b17ef9041718f

المؤلفون: Tetsuo Kurosaki, Yusuke Kumano, Kota Okabe, Teppei Nagano

مصطلحات موضوعية: jel:G14, JGB market, market liquidity, transaction data, SC repo, jel:C32, jel:G12

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::2e517066dc295d18bf72c665a99d4ba3
http://www.boj.or.jp/en/research/wps_rev/wps_2015/data/wp15e02.pdf

المؤلفون: Tetsuo Kurosaki, Young Shin Kim

المصدر: Studies in Nonlinear Dynamics & Econometrics; Apr2019, Vol. 23 Issue 2, p1-15, 15p

مصطلحات موضوعية: MONEY, TIME series analysis, MONETARY unions, STOCKS (Finance), EXPECTED returns

المؤلفون: Tetsuo Kurosaki, Miki Wadati

مصطلحات موضوعية: Physics, Condensed Matter::Quantum Gases, Spinor, Integrable system, Statistical Mechanics (cond-mat.stat-mech), Condensed Matter::Other, Degrees of freedom (physics and chemistry), General Physics and Astronomy, FOS: Physical sciences, law.invention, Condensed Matter - Other Condensed Matter, General Relativity and Quantum Cosmology, Gross–Pitaevskii equation, law, Matter wave, Soliton, Boundary value problem, Nonlinear Sciences::Pattern Formation and Solitons, Bose–Einstein condensate, Condensed Matter - Statistical Mechanics, Mathematical physics, Other Condensed Matter (cond-mat.other)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d45aa5c997c5134645aeadfdfbd0ddd
http://arxiv.org/abs/0704.0082

المؤلفون: Bose-einstein Condensates, Tetsuo Kurosaki, Miki Wadati

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arxiv.org/pdf/0704.0082v1.pdf.

مصطلحات موضوعية: condition, multi-component Gross-Pitaevskii equation, spin exchange coupling

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.313.1587; http://arxiv.org/pdf/0704.0082v1.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.313.1587
http://arxiv.org/pdf/0704.0082v1.pdf

المؤلفون: Koichiro Kamada, Tetsuo Kurosaki, Ko Miura, Tetsuya Yamada

Relation: https://www.imes.boj.or.jp/research/papers/english/18-E-02.pdf

الاتاحة: https://www.imes.boj.or.jp/research/papers/english/18-E-02.pdf

المؤلفون: Tetsuo Kurosaki, Young Shin Kim

Relation: http://arxiv.org/pdf/2010.08900

الاتاحة: http://arxiv.org/pdf/2010.08900

المؤلفون: Tetsuo Kurosaki, Yusuke Kumano, Kota Okabe, Teppei Nagano

Relation: http://www.boj.or.jp/en/research/wps_rev/wps_2015/data/wp15e02.pdf

الاتاحة: http://www.boj.or.jp/en/research/wps_rev/wps_2015/data/wp15e02.pdf