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Nonlinear Theory and Its Applications, IEICE
Vol. 4 (2013) No. 4 pp. 351-364

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http://doi.org/10.1587/nolta.4.351

Special section on Recent Progress in Nonlinear Theory and Its Applications
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  • [7] The historical data of the overnight unsecured call rate was obtained from The Tokyo Tanshi Co., Ltd., http://www.tokyotanshi.co.jp/past/index2.shtml, accessed on January 15, 2012.
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  • [9] The historical stock data was bought from Pan Rolling Inc, http://www.panrolling.com/pansoft/data/, accessed on July 30, 2011.
  • [10] We used commission rate of Okasan Online Securities, http://www.okasan-online.co.jp/cost_comparing/, accessed on November 30, 2012.
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  • [12] A.W. Lo and C.A. Mackinlay, A Non-Random Walk Down Wall Street, Princeton University Press, 2001.
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