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type_genre:"Working Paper"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~subject:"1981-2008"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Volatility"
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1981-2008
ARCH-Modell
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Japan
60
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8
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Working Paper
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English
13
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Watanabe, Toshiaki
4
Morita, Hiroshi
3
Nakajima, Jouchi
2
Bernhofen, Daniel M.
1
Brown, John Christopher
1
Higa, Kazuhito
1
Ishida, Isao
1
Kano, Kazuko
1
Kano, Takashi
1
Kasuya, Munehisa
1
Ko, Jun-Hyung
1
Masuda, Hiroki
1
Morimoto, Takayuki
1
Niizeki, Takeshi
1
Takechi, Kazutaka
1
Takeuchi-Nogimori, Asuka
1
Ubukata, Masato
1
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Global COE Hi-Stat discussion paper series
RIETI discussion paper series
79
Working paper / National Bureau of Economic Research, Inc.
55
Bank of Japan working paper series
35
IMES discussion paper series
30
CESifo working papers
28
Discussion paper / Centre for Economic Policy Research
25
Working paper
17
Discussion paper / Institute of Social and Economic Research
16
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Discussion paper series
10
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
10
Discussion paper series / IZA
10
Kiel working paper
10
Discussion paper / Tinbergen Institute
9
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
9
Kieler Arbeitspapiere
7
Discussion paper series / A / Institute of Economic Research
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
IMES discussion paper series / Englische Ausgabe
6
IMF working paper
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IMF working papers
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BIS working papers
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4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
GRIPS discussion papers
4
International finance discussion papers
4
KIEP working paper
4
Kiel advanced studies working papers : advanced studies in international economic policy research
4
Ruhr economic papers
4
WIFO working papers
4
Working paper series / European Central Bank
4
Working paper series, understanding inflation dynamics of the Japanese economy
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
13
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1
Estimating upward bias in the Japanese CPI using Engel's law
Higa, Kazuhito
-
2013
Persistent link: https://www.econbiz.de/10009727161
Saved in:
2
External shocks and Japanese business cycles : evidence from a sign-restricted VAR
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009689975
Saved in:
3
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
4
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:
5
Expansionary effect of an anticipated fiscal policy on consumption in Japan
Morita, Hiroshi
-
2012
Persistent link: https://www.econbiz.de/10009532192
Saved in:
6
Energy-saving technological change in Japan
Niizeki, Takeshi
-
2012
Persistent link: https://www.econbiz.de/10009532202
Saved in:
7
An empirical analysis of the Nikkei 225 put options using realized GARCH models
Takeuchi-Nogimori, Asuka
-
2012
Persistent link: https://www.econbiz.de/10009618595
Saved in:
8
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:
9
Bayesian analysis of time-varying parameter vector autoregressive model with the ordering of variables for the Japanese economy and monetary policy
Nakajima, Jouchi
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239364
Saved in:
10
Modeling and forecasting the volatility of the Nikkei 225 realized volatility using the ARFIMA-GARCH model
Ishida, Isao
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854412
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