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Miura, Ryozo; Oue, Shingo Statistical methodologies for the market risk measurement. (English) Zbl 1153.91763 Asia-Pac. Financ. Mark. 7, No. 4, 305-319 (2000). MSC: 91B82 62P05 91B30 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Miura, Ryozo; Yamauchi, Hiroaki The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk. (English) Zbl 1153.91430 Asia-Pac. Financ. Mark. 5, No. 2, 129-158 (1998). MSC: 91B24 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Shibata, Ritei; Miura, Ryozo Decomposition of Japanese yen interest rate data through local regression. (English) Zbl 1153.91768 Asia-Pac. Financ. Mark. 4, No. 2, 125-146 (1997). MSC: 91B82 62P05 × Cite Format Result Cite Review PDF Full Text: DOI