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Bayesian inference for time varying partial adjustment model with application to intraday price discovery

Bayesian inference for time varying partial adjustment model with application to intraday price discovery
Paper文書・図像類
Hatakenaka, Kenji, Oya, KosukeGraduate School of Economics, Osaka University2021-11Discussion Papers In Economics And Business21-19p.1-22
Other Libraries in Japan
  • Author HeadingHatakenaka, Kenji Oya, Kosuke

【書評】林高樹／佐藤彰洋『金融市場の高頻度データ分析』―データ処理・モデリング・実証分析―

【書評】林高樹／佐藤彰洋『金融市場の高頻度データ分析』―データ処理・モデリング・実証分析―
Digital雑誌雑誌巻号
大屋, 幸輔岩波書店2017-10-25経済研究68 4p.371-372
Available onlineOther Libraries in Japan

周波数領域における時系列間の因果性の変化の検証に関して

周波数領域における時系列間の因果性の変化の検証に関して
Paper文書・図像類
木下, 亮, 大屋, 幸輔Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2014-02Discussion Papers In Economics And Business14-09p.1-29
Other Libraries in Japan

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
Digital文書・図像類
Ishida, Isao, McAleer, Michael, Oya, KosukeInstitute of Economic Research, Kyoto University2011-02KIER Discussion Paper759
Available onlineOther Libraries in Japan
  • Author HeadingIshida, Isao McAleer, Michael Oya, Kosuke

Bias-Corrected Realized Variance under Dependent Microstructure Noise

Bias-Corrected Realized Variance under Dependent Microstructure Noise
Paper文書・図像類
Oya, KosukeGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2009-12Discussion Papers In Economics And Business09-39
Other Libraries in Japan
  • Author HeadingOya, Kosuke

A Test for Dependence and Covariance Estimator of Market Microstructure Noise

A Test for Dependence and Covariance Estimator of Market Microstructure Noise
Paper文書・図像類
Ubukata, Masato, Oya, KosukeGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2008-03Discussion Papers In Economics And Business07-03-Rev.2
Other Libraries in Japan
  • Author HeadingUbukata, Masato Oya, Kosuke

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