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
~subject:"Kapitaleinkommen"
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
The intraday market liquidity...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Theorie
38
Theory
38
Japan
27
Volatility
26
Volatilität
26
Risikomaß
17
Risk measure
17
Estimation
15
Schätzung
15
ARCH model
13
ARCH-Modell
13
Bayesian inference
13
Credit risk
10
Kreditrisiko
10
Bayes-Statistik
9
Capital income
9
Market microstructure
9
Marktmikrostruktur
9
Analysis of variance
8
Forecasting model
8
Measurement
8
Messung
8
Prognoseverfahren
8
State space model
8
Varianzanalyse
8
Börsenkurs
7
Monetary policy
7
Portfolio selection
7
Portfolio-Management
7
Risikomanagement
7
Risk management
7
Share price
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Statistical distribution
6
Statistische Verteilung
6
Zustandsraummodell
6
Insolvency
5
Insolvenz
5
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Watanabe, Toshiaki
6
Tsuchida, Naoshi
3
Ubukata, Masato
2
Yoshiba, Toshinao
2
Chen, Cathy W. S.
1
Fabozzi, Frank J.
1
Frey, Robert J.
1
Giacometti, Rosella
1
Hsu, Hsiao-Yun
1
Ito, Kakeru
1
Kim, Young Shin
1
Ogawa, Toshiaki
1
Tucker, Ann
1
more ...
less ...
Published in...
All
Applied financial economics
1
Finance research letters
1
Global COE Hi-Stat discussion paper series
1
IMES discussion paper series / Englische Ausgabe
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of applied econometrics
1
Monetary and economic studies
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The intraday market liquidity of Japanese government bond futures
Tsuchida, Naoshi
;
Watanabe, Toshiaki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
34
(
2016
),
pp. 67-96
Persistent link: https://www.econbiz.de/10011582853
Saved in:
2
Time-dependent selection of important economic indicators over stock prices
Tsuchida, Naoshi
;
Tucker, Ann
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 23-36
Persistent link: https://www.econbiz.de/10009579431
Saved in:
3
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
4
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
5
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:
6
Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru
;
Yoshiba, Toshinao
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
Saved in:
7
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:
8
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:
9
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
