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~subject:"Volatilität"
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Structural Change in Japanese...
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Volatilität
Japan
29
Volatility
24
Theorie
17
Theory
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
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7
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4
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Article
15
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9
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15
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15
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9
Graue Literatur
9
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9
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9
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English
24
Author
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Watanabe, Toshiaki
24
Ubukata, Masato
7
Omori, Yasuhiro
3
Takahashi, Makoto
3
Asai, Manabu
1
Chen, Cathy W. S.
1
Harada, Kimie
1
Hsu, Hsiao-Yun
1
Ishida, Isao
1
Liesenfeld, Roman
1
Nagakura, Daisuke
1
Nakajima, Jouchi
1
Ogawa, Toshiaki
1
Richard, Jean-François
1
Tsuchida, Naoshi
1
Yoshiba, Toshinao
1
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Global COE Hi-Stat discussion paper series
5
IMES discussion paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the Japanese and international economies : an international journal ; JJIE
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Applied financial economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Monetary and economic studies
1
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ECONIS (ZBW)
24
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1
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
Saved in:
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
Saved in:
3
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:
4
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:
5
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
6
Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
Saved in:
7
Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
Watanabe, Toshiaki
;
Asai, Manabu
-
2001
Persistent link: https://www.econbiz.de/10001626509
Saved in:
8
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:
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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