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41
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28
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24
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22
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22
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22
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21
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20
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20
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19
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18
Kato, Takao
18
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18
Stern, Robert Mitchell
18
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17
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17
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17
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17
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17
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16
Gordon, Robert J.
16
Mairesse, Jacques
16
Gern, Klaus-Jürgen
15
Sarno, Lucio
15
Tsutsui, Yoshirō
15
Artus, Patrick
14
Bahmani-Oskooee, Mohsen
14
Dominguez, Kathryn M.
14
Eaton, Jonathan
14
Head, Keith
14
Marston, Richard C.
14
Stadtmann, Georg
14
Bergsten, Carl Fred
13
Bollerslev, Tim
13
Cette, Gilbert
13
Diebold, Francis X.
13
Du Caju, Philip
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University of Reading / Department of Economics
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Ajia Keizai Kenkyūsho <Chiba>
3
American Assembly
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American Chamber of Commerce in Japan
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Working paper / National Bureau of Economic Research, Inc.
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Japan and the world economy : international journal of theory and policy
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Journal of the Japanese and international economies : an international journal ; JJIE
98
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The Columbia journal of world business : publ. quarterly by the Columbia University Graduate School of Business
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Economic modelling
23
The journal of futures markets
23
Journal of money, credit and banking : JMCB
22
SpringerLink / Bücher
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
The journal of finance : the journal of the American Finance Association
21
The world economy : the leading journal on international economic relations
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Review of international economics
20
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
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1
State dependent correlation and lead-lag relation when
volatility
of markets is large : evidence from the US and Asian emerging markets
Huang, Bwo-nung
;
Sohng, Soong-nark
;
Yang, Chin-wei
- In:
Journal of economic development
24
(
1999
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001468679
Saved in:
2
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Saved in:
3
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:
4
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
5
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
6
Theoretical and practical aspects of algorithmic trading
Fränkle, Jan
-
2010
Persistent link: https://www.econbiz.de/10008842360
Saved in:
7
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
9
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
10
Volatility
, information, and double versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S.
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 1045-1061
Persistent link: https://www.econbiz.de/10001226785
Saved in:
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