Koichi Maekawa

Publication Activity (10 Years)

Years Active: 2004-2010
Publications (10 Years): 0

Publications

Xinhong Lu, Ken-ichi Kawai, Koichi Maekawa
Estimating bivariate GARCH-Jump Model Based on High Frequency Data: the Case of Revaluation of the Chinese Yuan in July 2005. Asia Pac. J. Oper. Res. 27 (2) (2010)
Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai
Jump diffusion model with application to the Japanese stock market. Math. Comput. Simul. 78 (2-3) (2008)
Koichi Maekawa, Zonglu He, Kianheng Tee
Estimating break points in a time series regression with structural changes. Math. Comput. Simul. 64 (1) (2004)