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A State Space Approach to Esti...
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Prognoseverfahren
Volatility
monetary policy
Japan
31
Theorie
28
Theory
28
Volatilität
23
Estimation
16
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15
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Analysis of variance
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Öffentliche Anleihe
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Watanabe, Toshiaki
23
Nagakura, Daisuke
9
Ubukata, Masato
8
Fujiwara, Ippei
5
Omori, Yasuhiro
3
Takahashi, Makoto
3
Korber, Lena
2
Korber, Lena Mareen
2
Shintani, Mototsugu
2
Ueda, Kozo
2
Asai, Manabu
1
Braun, R. Anton
1
Bullard, James
1
Chen, Cathy W. S.
1
Federico, Pablo
1
Fukunaga, Ichiro
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Garriga, Carlos
1
Goodfriend, Marvin
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Harada, Kimie
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Hattori, Masazumi
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Hsu, Hsiao-Yun
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McCallum, Bennett T.
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Ogawa, Toshiaki
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Shin, Hyun Song
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Tomoyoshi, Yabu
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Vegh, Carlos A.
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Vuletin, Guillermo
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Waller, Christopher J.
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Yabu, Tomoyoshi
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Institute for Monetary and Economic Studies, Bank of Japan
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IMES Discussion Paper Series
9
Global COE Hi-Stat discussion paper series
6
IMES discussion paper series / Englische Ausgabe
5
Journal of the Japanese and international economies : an international journal ; JJIE
2
The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
31
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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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2
Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki
-
1996
Persistent link: https://www.econbiz.de/10000926451
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3
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
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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/10001469682
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5
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
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6
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:
7
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
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8
Asymmetry in government bond returns
Fujiwara, Ippei
;
Körber, Lena Mareen
;
Nagakura, Daisuke
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3218-3226
Persistent link: https://www.econbiz.de/10009778449
Saved in:
9
Asymmetry in government bond returns
Fujiwara, Ippei
;
Korber, Lena Mareen
;
Nagakura, Daisuke
-
2013
Persistent link: https://www.econbiz.de/10009713792
Saved in:
10
Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu
;
Yabu, Tomoyoshi
;
Nagakura, Daisuke
-
2008
Persistent link: https://www.econbiz.de/10003727425
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