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type_genre:"Working Paper"
~isPartOf:"CIGS working paper series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~subject:"ARCH-Modell"
~subject:"Estimation"
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ARCH-Modell
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Morita, Hiroshi
3
Gil-Alaña, Luis A.
2
Inaba, Masaru
2
Nutahara, Kengo
2
Shirai, Daichi
2
Watanabe, Toshiaki
2
Bernhofen, Daniel M.
1
Brown, John Christopher
1
Caporale, Guglielmo Maria
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1
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Kano, Kazuko
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Ko, Jun-Hyung
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Lanne, Markku
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1
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1
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1
Saikkonen, Pentti
1
Takechi, Kazutaka
1
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1
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CIGS working paper series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Global COE Hi-Stat discussion paper series
RIETI discussion paper
73
Working paper / National Bureau of Economic Research, Inc.
42
Bank of Japan working paper series
32
IMES discussion paper series / Englische Ausgabe
29
CESifo working papers
25
Discussion paper / Centre for Economic Policy Research
23
Discussion paper / Institute of Social and Economic Research
14
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Working paper
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10
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9
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
9
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9
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6
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ECONIS (ZBW)
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1
Sources of inequality and business cycles : evidence from the US and Japan
Inaba, Masaru
;
Nutahara, Kengo
;
Shirai, Daichi
-
2023
Persistent link: https://www.econbiz.de/10014338073
Saved in:
2
Effects of bank branch/ATM consolidations on cash demand : evidence from bank account transaction data in Japan
Ueda, Kozo
-
2022
Persistent link: https://www.econbiz.de/10014337139
Saved in:
3
What drives fluctuations of labor wedge and business cycles? : evidence from Japan
Inaba, Masaru
;
Nutahara, Kengo
;
Shirai, Daichi
-
2022
Persistent link: https://www.econbiz.de/10014302402
Saved in:
4
External shocks and Japanese business cycles : evidence from a sign-restricted VAR
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009689975
Saved in:
5
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
6
Estimating upward bias in the Japanese CPI using Engel's law
Higa, Kazuhito
-
2013
Persistent link: https://www.econbiz.de/10009727161
Saved in:
7
Regime switches in Japanese fiscal policy : Markov-Switching VAR approach
Ko, Jun-Hyung
;
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009682257
Saved in:
8
An empirical analysis of the Nikkei 225 put options using realized GARCH models
Takeuchi-Nogimori, Asuka
-
2012
Persistent link: https://www.econbiz.de/10009618595
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9
Exaggerated death of distance : revisiting distance effects on regional price dispersions
Kano, Kazuko
;
Kano, Takashi
;
Takechi, Kazutaka
-
2012
Persistent link: https://www.econbiz.de/10009627057
Saved in:
10
Expansionary effect of an anticipated fiscal policy on consumption in Japan
Morita, Hiroshi
-
2012
Persistent link: https://www.econbiz.de/10009532192
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