Stochastic Volatility and Realized Stochastic Volatility Models von Takahashi, Makoto, Omori, Yasuhiro, Watanabe, Toshiaki

Volltext öffnen Volltext öffnen

Pricing Nikkei 225 options using realized volatility von Ubukata, Masato, Watanabe, Toshiaki

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy von Nakajima, Jouchi, Kasuya, Munehisa, Watanabe, Toshiaki

Measuring business cycle turning points in Japan with a dynamic Markov switching factor model von Watanabe, Toshiaki

Measuring business cycle turning points in Japan with dynamic Markov Switching factor model von Watanabe, Toshiaki

Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments von Tanaka, Keiichi, Yamada, Takeshi, Watanabe, Toshiaki

Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments von Tanaka, Keiichi, Yamada, Takeshi, Watanabe, Toshiaki

Stochastic volatility models with heavy-tailed distributions a Bayesian analysis von Watanabe, Toshiaki, Asai, Manabu

Effects of the developments of knowledge-based economy on asset price movements theory and evidence in the Japanese stock market von Nishimura, Kiyohiko G., Watanabe, Toshiaki, Iwatsubo, Kentaro

Intraday price volatility and trading volume a case of the Japanese government bond futures von Watanabe, Toshiaki

A state space approach to estimating the integrated variance and microstructure noise component von Nagakura, Daisuke, Watanabe, Toshiaki

Intraday price volatility and trading volume a case of the Japanese government bond futures von Watanabe, Toshiaki

Volltext öffnen