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On a Non-linear Risk Analysis for Stock Market Indexes

Author

Listed:
  • Kenjiro Suzuki

    ()

  • Yasunori Okabe

    ()

  • Takaaki Fujii

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Kenjiro Suzuki & Yasunori Okabe & Takaaki Fujii, 2006. "On a Non-linear Risk Analysis for Stock Market Indexes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(3), pages 235-258, September.
  • Handle: RePEc:kap:apfinm:v:13:y:2006:i:3:p:235-258
    DOI: 10.1007/s10690-007-9043-z
    as

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    References listed on IDEAS

    as
    1. Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
    2. Bloomfield, Robert & O'Hara, Maureen, 1999. "Market Transparency: Who Wins and Who Loses?," Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 5-35.
    3. Charles Bean, 2005. "Monetary Policy in an Uncertain World," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 6(1), pages 31-53, January.
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