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Volatilität
Volatility
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Ubukata, Masato
11
Watanabe, Toshiaki
7
Oya, Kosuke
2
Fukasawa, Masaaki
1
Ishida, I.
1
Maghrebi, N.
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Ogawa, Toshiaki
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global COE Hi-Stat discussion paper series
2
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1
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1
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International journal of theoretical and applied finance
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Journal of the Japanese and international economies : an international journal ; JJIE
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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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
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
Saved in:
4
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
5
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
6
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:
7
Option pricing using realized volatility and ARCH type models
Watanabe, Toshiaki
;
Ubukata, Masato
-
2009
Persistent link: https://www.econbiz.de/10003854767
Saved in:
8
Market variance risk premiums in Japan for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
9
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
The Japanese economic review : the journal of the …
65
(
2014
)
4
,
pp. 431-467
Persistent link: https://www.econbiz.de/10010499672
Saved in:
10
Model-free implied volatility : from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
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