Ausgabe 3/2005
Inhalt (4 Artikel)
Orginal Paper
Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
David G. McMillan, Alan E. H. Speight
Original paper
Comparison of randomization techniques for low-discrepancy sequences in finance
Tsutomu Tamura
The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997
J. Kim, A. Kartsaklas, M. Karanasos
Original Paper
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
Jirô Akahori