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A State Space Approach to Esti...
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Japan
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Watanabe, Toshiaki
99
Nagakura, Daisuke
70
Fukao, Kyoji
68
Yoshihara, Naoki
52
Kurosaki, Takashi
34
Suzumura, Kotaro
30
Omori, Yasuhiro
21
Kwon, Hyeog Ug
20
Kitamura, Yukinobu
16
Fujiwara, Ippei
15
Ito, Keiko
15
Veneziani, Roberto
15
Kambayashi, Ryo
14
Kurozumi, Eiji
14
Shimizutani, Satoshi
14
Tsuru, Tsuyoshi
14
Ubukata, Masato
14
Ito, Takatoshi
13
岩﨑, 一郎
13
Nakajima, Jouchi
12
Ogawa, Eiji
12
Sato, Hiroshi
12
Xu, Yongsheng
12
Fukuda, Shin-ichi
11
Saito, Osamu
11
Takahashi, Makoto
11
Chigira, Hiroaki
10
Iwasaki, Ichiro
10
Kariya, Takeaki
10
Kawaguchi, Daiji
10
Yuan, Tangjun
10
Ishikawa, Jota
9
Lombardi, Michele
9
Lu, Ming
9
Shimizu, Chihiro
9
吉原, 直毅
9
Aoki, Reiko
8
Hayakawa, Kazuhiko
8
Kumo, Kazuhiro
8
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Institute of Economic Research, Hitotsubashi University
985
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8
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7
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5
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Discussion Paper Series / Institute of Economic Research, Hitotsubashi University
368
Global COE Hi-Stat Discussion Paper Series
297
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246
PRIMCED Discussion Paper Series
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HIT-REFINED Working Paper Series
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Journal of the Japanese and international economies : an international journal ; JJIE
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The Japanese economic review : the journal of the Japanese Economic Association
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Computational Statistics & Data Analysis
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Economics Letters
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IMES discussion paper series / Englische Ausgabe
2
Journal of Business & Economic Statistics
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of the Japanese and International Economies
2
Statistics & Probability Letters
2
The Japanese Economic Review
2
Applied Stochastic Models in Business and Industry
1
Bank of Japan Working Paper Series
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CAMA Working Papers
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RePEc
1,043
ECONIS (ZBW)
76
OLC EcoSci
16
Other ZBW resources
1
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31
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:
32
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:
33
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:
34
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/10001734984
Saved in:
35
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:
36
Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu
;
Yabu, Tomoyoshi
;
Nagakura, Daisuke
-
2008
Persistent link: https://www.econbiz.de/10003727425
Saved in:
37
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
Saved in:
38
How much asymmetry is there in bond returns and exchange rates?
Fujiwara, Ippei
;
Koerber, Lena Mareen
;
Nagakura, Daisuke
-
2011
Persistent link: https://www.econbiz.de/10009301818
Saved in:
39
Asymmetry in government bond returns
Fujiwara, Ippei
;
Korber, Lena Mareen
;
Nagakura, Daisuke
-
2013
Persistent link: https://www.econbiz.de/10009713792
Saved in:
40
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
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