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TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10008286348
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Testing the sequential logit model against the nested logit model
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10003882767
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QUANTILE FORECASTS OF FINANCIAL RETURNS USING REALIZED GARCH MODELS*
WATANABE, TOSHIAKI - In: The Japanese economic review : the journal of the … 63 (2012) 1, pp. 68-81
Persistent link: https://www.econbiz.de/10009829983
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Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki - In: The Japanese economic review : the journal of the … 63 (2012) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10009564870
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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