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type_genre:"Working Paper"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Masuda, Hiroki"
~person:"Ubukata, Masato"
~subject:"Estimation"
~subject:"Productivity"
~subject:"Varianzanalyse"
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Masuda, Hiroki
Ubukata, Masato
Fukao, Kyōji
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Inui, Tomohiko
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Kim, Young Gak
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Global COE Hi-Stat discussion paper series
IMES discussion paper series / Englische Ausgabe
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Market variance risk premiums in Japan as predictor variables and indicators of risk aversion
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009423458
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An optimal weight for realized variance based on intermittent high-frequency data
Masuda, Hiroki
;
Morimoto, Takayuki
-
2009
Persistent link: https://www.econbiz.de/10003854413
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