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Market variance risk premiums...
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Japan
28
Volatility
25
Volatilität
25
Estimation
17
Schätzung
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Theorie
16
Theory
16
ARCH model
12
ARCH-Modell
12
Capital income
12
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12
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11
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11
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10
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8
Analysis of variance
7
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7
Monetary policy
7
Prognoseverfahren
7
Varianzanalyse
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Risikomaß
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Risk measure
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Zustandsraummodell
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Macroeconomics
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Microstructure Noise
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Realized Variance
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Statistical distribution
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Stochastic volatility
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VAR-Modell
5
1981-2008
4
Börsenkurs
4
Estimation theory
4
Expected shortfall
4
Geldpolitik
4
Integrated Variance
4
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4
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Free
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Book / Working Paper
63
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60
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English
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Watanabe, Toshiaki
99
Ubukata, Masato
32
Omori, Yasuhiro
19
Nakajima, Jouchi
11
Takahashi, Makoto
11
Nagakura, Daisuke
10
Oya, Kosuke
8
Kasuya, Munehisa
7
Sakawa, Hideaki
6
Idee, Takako
4
Ishida, Isao
4
Harada, Kimie
3
Nishimura, Kiyohiko G.
3
Watanabel, Naoki
3
Yamazaki, Fukujyu
3
Tanaka, Keiichi
2
Tsuchida, Naoshi
2
Uchiyama, Hirokuni
2
WATANABE, TOSHIAKI
2
Yamada, Takeshi
2
Yoshiba, Toshinao
2
Andersen, Torben
1
Asai, Manabu
1
Chen, Cathy W. S.
1
Chen, Cathy W.S.
1
FUKASAWA, M.
1
Fujiwara, Ippei
1
Fukasawa, Masaaki
1
Fukushige, M.
1
Hsu, Hsiao-Yun
1
ISHIDA, I.
1
Ishida, I.
1
Iwatsubo, Kentaro
1
Juillard, Michel
1
Liesenfeld, Roman
1
MAGHREBI, N.
1
Maghrebi, N.
1
Nishimura, Kazuo G.
1
Nishimura, Kiyohiko
1
OYA, K.
1
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Institute of Economic Research, Hitotsubashi University
13
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
8
Center for Advanced Research in Finance, Faculty of Economics
5
Graduate School of Economics, Osaka University
5
Institute for Monetary and Economic Studies, Bank of Japan
3
East Asian Bureau of Economic Research (EABER)
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
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Global COE Hi-Stat Discussion Paper Series
13
Global COE Hi-Stat discussion paper series
11
IMES discussion paper series
8
CIRJE F-Series
7
Discussion Papers in Economics and Business
5
Journal of the Japanese and international economies : an international journal ; JJIE
5
CARF F-Series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied financial economics
3
IMES Discussion Paper Series
3
Monetary and economic studies
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied Financial Economics
2
Computational Statistics & Data Analysis
2
Economics Bulletin
2
Economics letters
2
IMES discussion paper series / Englische Ausgabe
2
International review of economics & finance : IREF
2
Journal of Business & Economic Statistics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the Japanese and International Economies
2
Applied Stochastic Models in Business and Industry
1
Biometrika
1
CARF J-Series
1
CIRJE J-Series
1
Discussion paper series
1
Economic Review
1
Economics Letters
1
Empirical Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance Working Papers
1
Finance research letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International Review of Economics & Finance
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Applied Econometrics
1
Journal of Financial Econometrics
1
Journal of applied econometrics
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Source
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RePEc
61
ECONIS (ZBW)
50
OLC EcoSci
11
Other ZBW resources
1
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1
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
2
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
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
Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
Saved in:
5
Market variance risk premiums in Japan as predictor variables and indicators of risk aversion
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009423458
Saved in:
6
Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki
;
Ubukata, Masato
;
Watanabe, Toshiaki
-
2020
Persistent link: https://www.econbiz.de/10013461530
Saved in:
7
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
Saved in:
8
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
9
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
10
Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato
;
Oya, Kosuke
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 201-218)
.
2009
Persistent link: https://www.econbiz.de/10003871191
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