//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of the local volati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Real options
6
Markov chain
4
Real options analysis
4
Realoptionsansatz
4
Market microstructure
3
Portfolio selection
3
Securities trading
3
Stochastic volatility
3
Wertpapierhandel
3
Black–Cox model
2
Börsenkurs
2
Competition
2
Credit spread
2
Latent process
2
Marktmikrostruktur
2
Option pricing theory
2
Optionspreistheorie
2
Regime switching
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Share price
2
Speculation
2
Spekulation
2
Structural model
2
bivariate characterization
2
demand problem
2
equilibrium price
2
generalized harmonic mean
2
risk aversion
2
shift effect problem
2
Aktienindex
1
Alliance
1
Backtesting
1
Bargaining theory
1
Bond pricing
1
Börsenmakler
1
more ...
less ...
Online availability
All
Undetermined
Free
19
Type of publication
All
Article
41
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
Undetermined
31
English
11
Author
All
Kijima, Masaaki
25
Nishide, Katsumasa
16
Tanaka, Keiichi
4
Tian, Yuan
4
Ebina, Takeshi
2
Funahashi, Hideharu
2
Inui, Koji
2
KIJIMA, MASAAKI
2
Muromachi, Yukio
2
Ohnishi, Masamitsu
2
Ohyama, Atsuyuki
2
Suzuki, Teruyoshi
2
Wong, Tony
2
Arai, Takuji
1
Asano, Takao
1
Elliott, Robert
1
Elliott, Robert J.
1
Fujiwara, Hajime
1
Goto, Makoto
1
Hara, Chiaki
1
Hayashi, Takaki
1
Ishii, Ryosuke
1
Iwaki, Hideki
1
Kabanov, Yuri
1
Kawata, Ryohei
1
Kijima, M.
1
Kitano, Atsushi
1
Kumakura, Yuya
1
Matsushima, Noriaki
1
Morimoto, Yuji
1
Morimura, Hidenori
1
Motomiya, Shin-ichi
1
Nakagawa, Toshio
1
Nomi, Ernesto Kazuhiro
1
Osakwe, Carlton-James U.
1
Rinaz, Sofiane
1
SIU, CHI CHUNG
1
Suzuki, T.
1
Suzuki, Yasusuke
1
Suzuki, Yoichi
1
more ...
less ...
Institution
All
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
Quantitative Finance
6
Journal of Economic Dynamics and Control
5
Insurance: Mathematics and Economics
3
Applied Mathematical Finance
2
Computational Statistics
2
Economic Modelling
2
European Journal of Operational Research
2
International review of financial analysis
2
Mathematical Methods of Operations Research
2
Annals of Finance
1
Annals of finance
1
Applied Stochastic Models in Business and Industry
1
Decisions in Economics and Finance
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of industrial organization
1
International journal of theoretical and applied finance
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Statistics & Probability Letters
1
The journal of corporate finance : contracting, governance and organization
1
The journal of futures markets
1
Theory and Decision
1
World Scientific Books
1
more ...
less ...
Source
All
RePEc
31
ECONIS (ZBW)
10
Other ZBW resources
1
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of Economic Dynamics and Control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10005205289
Saved in:
2
Hostile takeovers or friendly mergers? : real options analysis
Ebina, Takeshi
;
Kumakura, Yuya
;
Nishide, Katsumasa
- In:
The journal of corporate finance : contracting, …
77
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013494294
Saved in:
3
Heston-type stochastic volatility with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
;
Osakwe, …
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 902-919
Persistent link: https://www.econbiz.de/10011568671
Saved in:
4
Leaders, followers, and equity risk premiums in booms and busts
Goto, Makoto
;
Nishide, Katsumasa
;
Takashima, Ryuta
- In:
Journal of banking & finance
81
(
2017
),
pp. 207-220
Persistent link: https://www.econbiz.de/10011816448
Saved in:
5
Investment under regime uncertainty : impact of competition and preemption
Nishide, Katsumasa
;
Yagi, Kyoko
- In:
International journal of industrial organization
45
(
2016
),
pp. 47-58
Persistent link: https://www.econbiz.de/10011650855
Saved in:
6
Demand uncertainty, product differentiation, and entry timing under spatial competition
Ebina, Takeshi
;
Matsushima, Noriaki
;
Nishide, Katsumasa
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 286-297
Persistent link: https://www.econbiz.de/10013363904
Saved in:
7
Brokered versus dealer markets : impact of proprietary trading with transaction fees
Nishide, Katsumasa
;
Tian, Yuan
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411598
Saved in:
8
Strategic liquidity provision in high-frequency trading
Hayashi, Takaki
;
Nishide, Katsumasa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543525
Saved in:
9
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
10
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->