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The intraday market liquidity...
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Volatility
Theorie
37
Theory
37
Japan
26
Volatilität
24
Risikomaß
17
Risk measure
17
Estimation
14
Schätzung
14
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Credit risk
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Kreditrisiko
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Capital income
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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Analysis of variance
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Messung
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Monetary policy
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Börsenkurs
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Zustandsraummodell
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Macroeconomics
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Makroökonomik
5
Microstructure Noise
5
Realized Variance
5
Risikoprämie
5
Risk premium
5
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5
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5
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English
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Watanabe, Toshiaki
22
Ubukata, Masato
7
Omori, Yasuhiro
3
Takahashi, Makoto
3
Yoshiba, Toshinao
3
Oda, Nobuyuki
2
Ohtake, Fuminobu
2
Asai, Manabu
1
Chen, Cathy W. S.
1
Harada, Kimie
1
Hsu, Hsiao-Yun
1
Ishida, Isao
1
Nagakura, Daisuke
1
Ogawa, Toshiaki
1
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Global COE Hi-Stat discussion paper series
5
IMES discussion paper series
4
Journal of the Japanese and international economies : an international journal ; JJIE
2
Monetary and economic studies
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Applied financial economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
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The intraday market liquidity of Japanese government bond futures
Tsuchida, Naoshi
;
Watanabe, Toshiaki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
34
(
2016
),
pp. 67-96
Persistent link: https://www.econbiz.de/10011582853
Saved in:
2
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
3
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/10001469682
Saved in:
4
Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki
-
1996
Persistent link: https://www.econbiz.de/10000926451
Saved in:
5
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
6
Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001671112
Saved in:
7
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
-
1998
Persistent link: https://www.econbiz.de/10000994639
Saved in:
8
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 47-89
Persistent link: https://www.econbiz.de/10001402183
Saved in:
9
Modeling and forecasting the volatility of the Nikkei 225 realized volatility using the ARFIMA-GARCH model
Ishida, Isao
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854412
Saved in:
10
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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