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Watanabe, Toshiaki
10
Fujiwara, Ippei
1
Harada, Kimie
1
Idee, Takako
1
Juillard, Michel
1
Kasuya, Munehisa
1
Nakajima, Jouchi
1
Nishimura, Kiyohiko G.
1
Omori, Yasuhiro
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Shiratsuka, Shigenori
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Applied financial economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Japanese and international economies : an international journal ; JJIE
2
Economics letters
1
Journal of economic dynamics & control
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1
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:
2
Foreword
Fujiwara, Ippei
;
Juillard, Michel
;
Shiratsuka, Shigenori
; …
- In:
Journal of economic dynamics & control
35
(
2011
)
12
,
pp. 1997-1999
Persistent link: https://www.econbiz.de/10009804496
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3
The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 577-580
Persistent link: https://www.econbiz.de/10008215209
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4
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/10008217909
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5
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10010119308
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6
Margin requirements, positive feedback trading, and stock return autocorrelations: the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-404
Persistent link: https://www.econbiz.de/10007663181
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7
Price volatility, trading volume, and market depth: evidence from the Japanese stock index futures market
Watanabe, Toshiaki
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 651-658
Persistent link: https://www.econbiz.de/10007667065
Saved in:
8
Effects of the Bank of Japan's intervention on yen-dollar exchange rate volatility
Watanabe, Toshiaki
;
Harada, Kimie
- In:
Journal of the Japanese and international economies : …
20
(
2006
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10007020356
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9
DISTORTIONARY TAXATION, EXCESSIVE PRICE SENSITIVITY, AND JAPANESE LAND PRICES
Nishimura, Kiyohiko G.
;
Yamazaki, Fukujyu
;
Idee, Takako
; …
-
1999
Persistent link: https://www.econbiz.de/10006987751
Saved in:
10
QUANTILE FORECASTS OF FINANCIAL RETURNS USING REALIZED GARCH MODELS*
WATANABE, TOSHIAKI
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10009829983
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