Jump diffusion model with application to the Japanese stock market. - Koichi Maekawa; Sangyeol Lee; Takayuki Morimoto; Ken-ichi Kawai (Math. Comput. Simul., 2008)

Estimating bivariate GARCH-Jump Model Based on High Frequency Data: the Case of Revaluation of the Chinese Yuan in July 2005. - Xinhong Lu; Ken-ichi Kawai; Koichi Maekawa (Asia Pac. J. Oper. Res., 2010)