Guest Editors: Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
- Statistical Estimation of Portfolios for Dependent Financial Returns, Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, and David Veredas
Editorial (3 pages), Article ID 681490, Volume 2012 (2012) - Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes, Junichi Hirukawa
Research Article (15 pages), Article ID 572919, Volume 2012 (2012) - Asymptotic Optimality of Estimating Function Estimator for CHARN Model, Tomoyuki Amano
Research Article (11 pages), Article ID 515494, Volume 2012 (2012) - Optimal Portfolio Estimation for Dependent Financial Returns with Generalized Empirical Likelihood, Hiroaki Ogata
Research Article (8 pages), Article ID 973173, Volume 2012 (2012) - Statistically Efficient Construction of α-Risk-Minimizing Portfolio, Hiroyuki Taniai and Takayuki Shiohama
Research Article (17 pages), Article ID 980294, Volume 2012 (2012) - Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method, Hiroaki Ogata
Research Article (22 pages), Article ID 704693, Volume 2012 (2012) - A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios, Hiroshi Shiraishi
Research Article (13 pages), Article ID 341476, Volume 2012 (2012) - On the Causality between Multiple Locally Stationary Processes, Junichi Hirukawa
Research Article (15 pages), Article ID 261707, Volume 2012 (2012) - Optimal Portfolios with End-of-Period Target, Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi
Research Article (13 pages), Article ID 703465, Volume 2012 (2012) - Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance, Junichi Hirukawa and Mako Sadakata
Research Article (16 pages), Article ID 893497, Volume 2012 (2012) - Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables, Kenta Hamada, Dong Wei Ye, and Masanobu Taniguchi
Research Article (15 pages), Article ID 127571, Volume 2012 (2012) - Statistical Estimation for CAPM with Long-Memory Dependence, Tomoyuki Amano, Tsuyoshi Kato, and Masanobu Taniguchi
Research Article (12 pages), Article ID 571034, Volume 2012 (2012)