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ARCH model
Japan
30
Volatility
27
Volatilität
27
Theorie
23
Theory
23
Estimation
17
Schätzung
17
ARCH-Modell
14
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13
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11
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11
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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7
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7
Optionsgeschäft
7
Risikomaß
6
Risk measure
6
Zustandsraummodell
6
Bank
5
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5
Geldpolitik
5
Index futures
5
Index-Futures
5
Korrelation
5
Macroeconomics
5
Makroökonomik
5
Markov chain Monte Carlo
5
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14
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Watanabe, Toshiaki
13
Ubukata, Masato
6
Omori, Yasuhiro
3
Takahashi, Makoto
3
Chen, Cathy W. S.
1
Hsu, Hsiao-Yun
1
Ishida, Isao
1
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Global COE Hi-Stat discussion paper series
5
The Japanese economic review : the journal of the Japanese Economic Association
2
Applied financial economics
1
Economics letters
1
Finance research letters
1
IMES discussion paper series
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of the Japanese and international economies : an international journal ; JJIE
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ECONIS (ZBW)
14
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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
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:
3
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:
4
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
5
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:
6
Option pricing using realized volatility and ARCH type models
Watanabe, Toshiaki
;
Ubukata, Masato
-
2009
Persistent link: https://www.econbiz.de/10003854767
Saved in:
7
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:
8
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
9
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/10009760436
Saved in:
10
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
-
2012
Persistent link: https://www.econbiz.de/10009618591
Saved in:
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