Title

[78]

Kariya, T. (2003) Weather Risk Swap Valuation

[77]

Kariya, T., Kato, Y., Uchida, T. and Suwabe, T. (2003) Valuation of Rental Commercial Retail Properties: Tenant Management and Real Options

[76]

Kariya, T., Ohara, H. and Honkawa, T. (2002) A Dynamic Discounted Cash Flow Method for Valuation of an Office Building

[75]

Kariya, T., Ushiyama, F. and Pliska, S. R. (2002) A 3-factor Valuation Model for Mortgage-Backed Securities (MBS)

[74]

Kariya, T.(2002) Financial Engineering and the Japanese Financial Innovations -Toward Finanssurance-

[73]

Kariya, T.(2001) Valuation of a Default Swap Option

[72]

Kariya, T.(2000)  An Effectiveness of Integrated Portfolio in Bancassurance, ( JAFEE the 4th Columbia=JAFEE International Conference) 

[71]

Kariya,T and Kobayashi M.(2000).  Pricing Mortgage-Backed Securities(MBS) - A model Describing the Burnout Effect -   Asia-Pacific Financial Markets

[70]

Kariya,T and Tsuda H.(2000).  CB-Time Dependent Markov Model for Pricing Convertible Bonds   Asia-Pacific Financial Markets

[69]

Kariya,T and Kurata, H.(1999).  A maximal extension of the Gauss-Markov Theorem and its nonlinear version.   (submitted)

[68]

Kariya,T.(1999). Financial Engineering and the Japanese Financial Industry.   Special Invited Lecture at the 9^th AFIR Colloquium.

[67]

Kamizono,K.. Kariya,T.,Liu,R. and Nakatsuma,T. (1999).   A new control variate Estimator for an Asian option.   (submitted)

[66]

Konno,Y., Kariya,T. and Straderman, W.E. (1998).  Construction of improved estimators in the regeression coefficient matrix for the GMANOVA model.   Communications in Statistics,28

[65]

Kariya,T., Tsay, R. Terui,N. and Li,H. (1998).  Tests for multinormality with application to time series. Communications in Statistics,28,519-536.

[64]

Terui, N. and Kariya,T.(1997).  Nongaussianity of Japanese stock returns.  Financial Engineering and the Japanese Markets,4.

[63]

Terui, N. and Kariya,T.(1997).  Gaussianity and nonlinearity of foreign exchange rates. L-1 Statistical Procedures and Related Topics    ed by Yadolph Dodge, IMS Lecture Notes-Monograph Series

[62]

Kariya, T. and Kim, P. (1997).  Finite sample robustness of tests.   Development in Statistics ed. by C.R. Rao.

[61]

Kariya, T. and Tsuda, H. (1996).  Prediction of individual bond prices via the TDM model.   Modelling and Prediction (ed. by J.C.Lee, W.O. Johnson and A.Zellner), Springer, 350-363.

[60]

Kariya, T. and Tsuda, H. (1996).  Prediction of individual JG bond prices via the TDM model. Proceedings of the Computational Intelligence and Financial Engineering (CIFEr96).   IEEE.

[59]

Kurata, H. and Kariya T. (1996).  LUB for the covariance matrix of a GLSE in regression with applications to an SUR model and a heteroscedastic model.   Annals of Statistics 24, 1547-1559.

[58]

Kariya, T. and George, E. (1996).  Locally best invariant test for multivariate normality in curved families and Mardia's test.   Sankhya.

[57]

Kariya, T., Konno, Y. and Strawderman, W. (1996).  Double shrinkage minimax estimators in the GMANOVA model.   Journal of Multivariate Analysis.

[56]

Kamizono, K. and Kariya, T. (1996).  An implementation of the Heath, Jarrow and Morton model with applications to Japanese futures data.   Financial Engineering and the Japanese Markets 3, 151-170.

[55]

Toyooka, Y. and Kariya, T. (1995).  A note on the existence of GLSE. Japonica 42, 509-510.

[54]

Kariya, T. and Tsukuda, Y., Maru, J., Matsue, Y. and Omaki, K. (1995)  An extensive analysis on the Japanese Markets via S. Taylor's model.   Financial Engineering and the Japanese Markets 2, 15-87.

[53]

Kariya, T. and Tsuda, H. (1994).  New bond pricing models with applications to Japanese data.   Financial Engineering and the Japanese Markets 1, 1-20.

[52]

Bilodeau, M. and Kariya, T. (1994).  LBI tests of independence in bivariate exponential distributions. Annals of Statistical Mathematics 46, 127-136.

[51]

Kariya, T. and George, E. (1994).  Locally best invariant tests for multivariate normality in curved families with ƒÊ known.   Multivariate Analysis and Its Applications.   IMS Lecture Note Series 24, 311-322.