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:"Theory"
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
Structural Change in Japanese...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Japan
29
Volatility
24
Volatilität
24
Theorie
17
Estimation
16
Schätzung
16
ARCH model
13
ARCH-Modell
13
Bayesian inference
13
State space model
10
Bayes-Statistik
9
Market microstructure
9
Marktmikrostruktur
9
Analysis of variance
8
Varianzanalyse
8
Zustandsraummodell
8
Forecasting model
7
Monetary policy
7
Prognoseverfahren
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Share price
6
Macroeconomics
5
Makroökonomik
5
Markov chain
5
Markov chain Monte Carlo
5
Markov-Kette
5
Microstructure Noise
5
Realized Variance
5
Realized volatility
5
Stochastic volatility
5
VAR model
5
VAR-Modell
5
1981-2008
4
Exchange rate
4
Geldpolitik
4
more ...
less ...
Online availability
All
Free
6
Undetermined
3
Type of publication
All
Book / Working Paper
11
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
17
Author
All
Watanabe, Toshiaki
17
Nagakura, Daisuke
3
Omori, Yasuhiro
3
Takahashi, Makoto
3
Idee, Takako
2
Asai, Manabu
1
Chen, Cathy W. S.
1
Hsu, Hsiao-Yun
1
Iwatsubo, Kentarō
1
Nakajima, Jouchi
1
Nishimura, Kazuo G.
1
Nishimura, Kiyohiko
1
Nishimura, Kiyohiko G.
1
Ogawa, Toshiaki
1
Tanaka, Keiichi
1
Ubukata, Masato
1
Yamada, Takeshi
1
Yamazaki, Fukuju
1
Yamazaki, Fukujyu
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
IMES discussion paper series
5
Global COE Hi-Stat discussion paper series
2
Economics letters
1
Finance research letters
1
IMES discussion paper series / Englische Ausgabe
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Monetary and economic studies
1
NBER Working Paper
1
NBER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki
-
2002
Persistent link: https://www.econbiz.de/10001701099
Saved in:
3
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/10001734984
Saved in:
4
Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market
Nishimura, Kiyohiko
;
Watanabe, Toshiaki
;
Iwatsubo, Kentarō
-
1998
Persistent link: https://www.econbiz.de/10000997516
Saved in:
5
Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
Watanabe, Toshiaki
;
Asai, Manabu
-
2001
Persistent link: https://www.econbiz.de/10001626509
Saved in:
6
High-frequency realized stochastic volatility model
Watanabe, Toshiaki
;
Nakajima, Jouchi
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015179722
Saved in:
7
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:
8
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
-
2012
Persistent link: https://www.econbiz.de/10009618591
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
