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Ubukata, Masato
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Watanabe, Toshiaki
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Global COE Hi-Stat discussion paper series
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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
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2
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
3
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
4
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
Saved in:
5
Option pricing using realized volatility and ARCH type models
Watanabe, Toshiaki
;
Ubukata, Masato
-
2009
Persistent link: https://www.econbiz.de/10003854767
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