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A state space approach to estimating the integrated variance and microstructure noise component
Nagakura, Daisuke
;
Watanabe, Toshiaki
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2009
Persistent link: https://www.econbiz.de/10003822408
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2
How are shocks to trend and cycle correlated? : a simple methodology for unidentified unobserved components models
Nagakura, Daisuke
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2008
Persistent link: https://www.econbiz.de/10003775589
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3
Inconsistency of a unit root test against stochastic unit root processes
Nagakura, Daisuke
-
2009
Persistent link: https://www.econbiz.de/10003895464
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4
Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process
Nagakura, Daisuke
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2007
Persistent link: https://www.econbiz.de/10003595183
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5
Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki
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1996
Persistent link: https://www.econbiz.de/10000926451
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6
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki
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2002
Persistent link: https://www.econbiz.de/10001701099
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7
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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8
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, Kentaro
-
1998
Persistent link: https://www.econbiz.de/10000997516
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9
The intraday market liquidity of Japanese government bond futures
Tsuchida, Naoshi
;
Watanabe, Toshiaki
;
Yoshiba, Toshinao
-
2016
-
Revised September 2016
Persistent link: https://www.econbiz.de/10011554928
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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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