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The intraday market liquidity...
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Volatility
Theorie
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Watanabe, Toshiaki
24
Ubukata, Masato
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Yoshiba, Toshinao
3
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2
Ohtake, Fuminobu
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1
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Global COE Hi-Stat discussion paper series
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4
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ECONIS (ZBW)
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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
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:
3
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:
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
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
7
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 47-89
Persistent link: https://www.econbiz.de/10001402183
Saved in:
8
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
-
1998
Persistent link: https://www.econbiz.de/10000994639
Saved in:
9
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:
10
Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
Watanabe, Toshiaki
;
Asai, Manabu
-
2001
Persistent link: https://www.econbiz.de/10001626509
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