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Estimation
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Ubukata, Masato
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Watanabe, Toshiaki
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Andersen, Torben
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Ogawa, Toshiaki
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Todorov, Viktor
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
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Journal of the Japanese and international economies : an international journal ; JJIE
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ECONIS (ZBW)
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Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki
;
Ubukata, Masato
;
Watanabe, Toshiaki
-
2020
Persistent link: https://www.econbiz.de/10013461530
Saved in:
2
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
5
Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
Saved in:
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