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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Japan
30
Volatility
27
Volatilität
27
Theorie
23
Theory
23
Estimation
17
Schätzung
17
ARCH model
14
ARCH-Modell
14
Bayesian inference
13
Market microstructure
11
Bayes-Statistik
9
Capital income
9
Forecasting model
9
Kapitaleinkommen
9
Prognoseverfahren
9
Analysis of variance
8
Börsenkurs
8
Monetary policy
8
Share price
8
State space model
8
Varianzanalyse
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option trading
7
Optionsgeschäft
7
Risikomaß
6
Risk measure
6
Zustandsraummodell
6
Bank
5
Correlation
5
Geldpolitik
5
Index futures
5
Index-Futures
5
Korrelation
5
Macroeconomics
5
Makroökonomik
5
Markov chain Monte Carlo
5
Microstructure Noise
5
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Article
4
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Graue Literatur
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English
11
Author
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Watanabe, Toshiaki
9
Nagakura, Daisuke
6
Ubukata, Masato
5
Oya, Kosuke
2
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Global COE Hi-Stat discussion paper series
4
IMES discussion paper series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
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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
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
4
Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato
;
Oya, Kosuke
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 201-218)
.
2009
Persistent link: https://www.econbiz.de/10003871191
Saved in:
5
Estimation and testing for dependence in market microstructure noise
Ubukata, Masato
;
Oya, Kosuke
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 106-151
Persistent link: https://www.econbiz.de/10003826489
Saved in:
6
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239349
Saved in:
7
A state space approach to estimating the integrated variance and microstructure noise component
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003822408
Saved in:
8
A state space approach to estimating the integrated variance and microstructure noise component
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854536
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2010
Persistent link: https://www.econbiz.de/10003940731
Saved in:
10
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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