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Japan
30
Volatility
27
Volatilität
27
Theorie
23
Theory
23
Estimation
17
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17
ARCH model
14
ARCH-Modell
14
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13
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11
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11
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9
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9
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9
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8
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Bank
5
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5
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5
Index futures
5
Index-Futures
5
Korrelation
5
Macroeconomics
5
Makroökonomik
5
Markov chain Monte Carlo
5
Microstructure Noise
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Free
65
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26
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73
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64
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90
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47
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Watanabe, Toshiaki
102
Ubukata, Masato
32
Omori, Yasuhiro
19
Nakajima, Jouchi
12
Ogawa, Toshiaki
11
Takahashi, Makoto
11
Nagakura, Daisuke
10
Oya, Kosuke
8
Kasuya, Munehisa
7
Sakawa, Hideaki
6
Idee, Takako
4
Ishida, Isao
4
Harada, Kimie
3
Nishimura, Kiyohiko G.
3
Watanabel, Naoki
3
Yamazaki, Fukujyu
3
Chen, Cathy W. S.
2
Iiboshi, Hirokuni
2
Nakashima, Kiyotaka
2
Tanaka, Keiichi
2
Tsuchida, Naoshi
2
Uchiyama, Hirokuni
2
WATANABE, TOSHIAKI
2
Yamada, Takeshi
2
Yoshiba, Toshinao
2
Andersen, Torben
1
Asai, Manabu
1
FUKASAWA, M.
1
Fujiwara, Ippei
1
Fukasawa, Masaaki
1
Fukushige, M.
1
Ge, Zhigang
1
Hsu, Hsiao-Yun
1
ISHIDA, I.
1
Ishida, I.
1
Iwatsubo, Kentarō
1
Juillard, Michel
1
Liesenfeld, Roman
1
MAGHREBI, N.
1
Maghrebi, N.
1
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Institute of Economic Research, Hitotsubashi University
13
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
8
Center for Advanced Research in Finance, Faculty of Economics
5
Graduate School of Economics, Osaka University
5
Institute for Monetary and Economic Studies, Bank of Japan
3
East Asian Bureau of Economic Research (EABER)
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
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Global COE Hi-Stat Discussion Paper Series
13
Global COE Hi-Stat discussion paper series
11
IMES discussion paper series
8
CIRJE F-Series
7
Discussion Papers in Economics and Business
5
Journal of the Japanese and international economies : an international journal ; JJIE
5
CARF F-Series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied financial economics
3
IMES Discussion Paper Series
3
IMES discussion paper series / Englische Ausgabe
3
Monetary and economic studies
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied Financial Economics
2
Computational Statistics & Data Analysis
2
Economics Bulletin
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of economics & finance : IREF
2
Journal of Business & Economic Statistics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the Japanese and International Economies
2
Applied Stochastic Models in Business and Industry
1
Biometrika
1
CARF J-Series
1
CIRJE J-Series
1
Discussion paper series
1
Economic Review
1
Economics Letters
1
Empirical Economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance Working Papers
1
Finance research letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International Review of Economics & Finance
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Applied Econometrics
1
Journal of Financial Econometrics
1
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Source
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RePEc
61
ECONIS (ZBW)
59
OLC EcoSci
11
BASE
5
Other ZBW resources
1
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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
Market variance risk premiums in Japan for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
3
Market variance risk premiums in Japan as predictor variables and indicators of risk aversion
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009423458
Saved in:
4
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:
5
Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
Saved in:
6
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
7
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
Saved in:
8
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
9
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
10
Model-free implied volatility : from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
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