ASYMPTOTICS FOR OPTION PRICING IN STOCHASTIC VOLATILITY ENVIRONMENT

Page: 1 - 39

Author: K. Narita

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REGIME-SENSITIVE COINTEGRATION: THE RELATIONSHIP BETWEEN GOLD AND SILVER

Page: 41 - 47

Author: Margherita Gerolimetto and Isabella Procidano

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ASYMPTOTIC DISTRIBUTION OF MULTIVARIATE SAMPLE MEASURE OF KURTOSIS FOR ASSESSING NORMALITY

Page: 49 - 59

Author: Yosihito Maruyama

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A NEW COPULA FUNCTION FOR CONSTRUCTION OF MULTIVARIATE DISTRIBUTIONS WITH SPECIFIED MARGINALS

Page: 61 - 70

Author: S. A. Shaban and Ayman Orabi

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CONTIGUITY OF FRACTIONAL DIFFERENCING

Page: 71 - 88

Author: Takeshi Kato and Antonina Avisado Binsol

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