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Watanabe, Toshiaki
10
Nagakura, Daisuke
5
Fujiwara, Ippei
2
Harada, Kimie
1
Idee, Takako
1
Juillard, Michel
1
Kasuya, Munehisa
1
Kobayashi, Masahito
1
Körber, Lena Mareen
1
Nakajima, Jouchi
1
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1
Omori, Yasuhiro
1
Shintani, Mototsugu
1
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Economics letters
3
Applied financial economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Japanese and international economies : an international journal ; JJIE
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Journal of banking & finance
1
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1
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OLC EcoSci
RePEc
1,043
ECONIS (ZBW)
76
Other ZBW resources
1
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1
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki
- In:
Monetary and economic studies
21
(
2003
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10009935016
Saved in:
2
Spurious regressions in technical trading
Shintani, Mototsugu
;
Yabu, Tomoyoshi
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-310
Persistent link: https://www.econbiz.de/10009987067
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3
Asymmetry in government bond returns
Fujiwara, Ippei
;
Körber, Lena Mareen
;
Nagakura, Daisuke
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3218-3226
Persistent link: https://www.econbiz.de/10010132131
Saved in:
4
A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke
- In:
Economics letters
100
(
2008
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10008057563
Saved in:
5
A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke
- In:
Economics letters
100
(
2008
)
1
,
pp. 123-126
Persistent link: https://www.econbiz.de/10008893307
Saved in:
6
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
Saved in:
7
The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 577-580
Persistent link: https://www.econbiz.de/10008215209
Saved in:
8
Bayesian Analysis of Dynamic Bivariate Mixture Models: Can They Explain the Behavior of Returns and Trading Volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10008217909
Saved in:
9
Margin requirements, positive feedback trading, and stock return autocorrelations: the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-404
Persistent link: https://www.econbiz.de/10007663181
Saved in:
10
Price volatility, trading volume, and market depth: evidence from the Japanese stock index futures market
Watanabe, Toshiaki
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 651-658
Persistent link: https://www.econbiz.de/10007667065
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