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Japan
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Watanabe, Toshiaki
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Ubukata, Masato
23
Ogawa, Toshiaki
11
Nagakura, Daisuke
10
Omori, Yasuhiro
10
Nakajima, Jouchi
8
Kasuya, Munehisa
5
Oya, Kosuke
4
Sakawa, Hideaki
4
Takahashi, Makoto
4
Ishida, Isao
3
Chen, Cathy W. S.
2
Idee, Takako
2
Iiboshi, Hirokuni
2
Nakashima, Kiyotaka
2
Tsuchida, Naoshi
2
Watanabel, Naoki
2
Yoshiba, Toshinao
2
Andersen, Torben
1
Asai, Manabu
1
Fukasawa, Masaaki
1
Ge, Zhigang
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Harada, Kimie
1
Hsu, Hsiao-Yun
1
Ishida, I.
1
Iwatsubo, Kentarō
1
Liesenfeld, Roman
1
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1
NAKASHIMA, KIYOTAKA
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Nishimura, Kazuo G.
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Nishimura, Kiyohiko
1
Nishimura, Kiyohiko G.
1
Nishiyama, Shin-Ichi
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Richard, Jean-François
1
Tanaka, Keiichi
1
Todorov, Viktor
1
Yamada, Takeshi
1
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1
Yamazaki, Fukujyu
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Institute of Economic Research, Hitotsubashi University
10
Center for Advanced Research in Finance, Faculty of Economics
4
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
4
Graduate School of Economics, Osaka University
3
Institute for Monetary and Economic Studies, Bank of Japan
2
National Bureau of Economic Research
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Global COE Hi-Stat discussion paper series
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Journal of the Japanese and international economies : an international journal ; JJIE
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Monetary and economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IMES Discussion Paper Series
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International review of economics & finance : IREF
2
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Applied Stochastic Models in Business and Industry
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International journal of forecasting
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1
Journal of empirical finance
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NBER Working Paper
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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ECONIS (ZBW)
58
RePEc
25
BASE
5
OLC EcoSci
1
Other ZBW resources
1
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1
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
2
Market variance risk premiums in Japan for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
3
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:
4
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:
5
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:
6
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
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
Model-free implied volatility : from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
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