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The intraday market liquidity of Japanese government bond futures (IMES discussion paper series 2016-E-7)

The intraday market liquidity of Japanese government bond futures (IMES discussion paper series 2016-E-7)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Naoshi Tsuchida, Toshiaki Watanabe日本銀行2016-07
National Diet Library

Pricing Nikkei 225 options using realized volatility (IMES discussion paper series 2011-E-18)

Pricing Nikkei 225 options using realized volatility (IMES discussion paper series 2011-E-18)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Masato Ubukata, Toshiaki Watanabe日本銀行2011-08
National Diet Library

A state space approach to estimating the integrated variance and microstructure noise component (IMES discussion paper series 2009-E-11)

A state space approach to estimating the integrated variance and microstructure noise component (IMES discussion paper series 2009-E-11)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Daisuke Nagakura, Toshiaki Watanabe日本銀行2009-03
National Diet Library

Measuring business cycle turning points in Japan with a dynamic Markov switching factor model (IMES discussion paper series 2002-E-14)

Measuring business cycle turning points in Japan with a dynamic Markov switching factor model (IMES discussion paper series 2002-E-14)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Toshiaki Watanabe日本銀行2002-09
National Diet Library

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis (IMES discussion paper series 2001-E-17)

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis (IMES discussion paper series 2001-E-17)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Toshiaki Watanabe, Manabu Asai日本銀行2001-11
National Diet Library

Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market (IMES discussion paper series 98-E-18)

Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market (IMES discussion paper series 98-E-18)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Kiyohiko G. Nishimura, Toshiaki Watanabe日本銀行1998-12
National Diet Library

IMES discussion paper series. No.2011-E-18

IMES discussion paper series. No.2011-E-18
Paper図書
日本銀行金融研究所2011.8
Other Libraries in Japan
  • Author HeadingMasato, Ubukata Toshiaki, Watanabe

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
Paper文書・図像類
Ishida, Isao, Toshiaki, Watanabe日本経済国際共同センター2009-01Discussion paper series. CIRJE-FCIRJE-F-608
Other Libraries in Japan
  • Author HeadingIshida, Isao Toshiaki, Watanabe

Intraday price volatility and trading volume : a case of the Japanese government bond futures (IMES discussion paper series 96-E-5)

Intraday price volatility and trading volume : a case of the Japanese government bond futures (IMES discussion paper series 96-E-5)
Digital電子書籍・電子雑誌
Institute for Monetary and Economic Studies, Bank of Japan, Toshiaki Watanabe日本銀行1996-01
National Diet Library

Intraday price volatility and trading volume : a case of the Japanese Government Bond futures (IMES discussion paper ; 96-E-5)

Intraday price volatility and trading volume : a case of the Japanese Government Bond futures (IMES discussion paper ; 96-E-5)
Paper図書
Toshiaki WatanabeInstitute for Monetary and Economic Studies, Bank of Japan1996<DG211-A7>
National Diet Library

Pricing Nikkei 225 options using realized volatility (IMES discussion paper series ; no.2011-E-18)

Pricing Nikkei 225 options using realized volatility (IMES discussion paper series ; no.2011-E-18)
Paper図書
Masato Ubukata, Toshiaki Watanabe [著]Institute for Monetary and Economic Studies, Bank of Japan[2011]<D9-B431>
National Diet LibraryOther Libraries in Japan

Stochastic volatility and realized stochastic volatility models (SpringerBriefs in statistics) (JSS research series in statistics)

Stochastic volatility and realized stochastic volatility models (SpringerBriefs in statistics) (JSS research series in statistics)
Paper図書
Makoto Takahashi, Yasuhiro Omori, Toshiaki WatanabeSpringer[2023]<DF111-D23>
National Diet LibraryOther Libraries in Japan

The application of DSGE-VAR model to macroeconomic data in Japan (ESRI discussion paper series ; no.225-E)

The application of DSGE-VAR model to macroeconomic data in Japan (ESRI discussion paper series ; no.225-E)
Paper図書
by Toshiaki WatanabeEconomic and Social Research Institute, Cabinet Office2009.10<DA1-B278>
National Diet Library

A state space approach to estimating the integrated variance and microstructure noise component (IMES discussion paper series ; no.2009-E-11)

A state space approach to estimating the integrated variance and microstructure noise component (IMES discussion paper series ; no.2009-E-11)
Paper図書
Daisuke Nagakura, Toshiaki Watanabe [著]Institute for Monetary and Economic Studies, Bank of Japan[2009]<D9-B272>
National Diet LibraryOther Libraries in Japan

ＩＭＥＳ　ＤＩＳＣＵＳＳＩＯＮ　ＰＡＰＥＲ　Ｅ　ＳＥＲＩＥＳ ２００１－Ｅ－１７

ＩＭＥＳ　ＤＩＳＣＵＳＳＩＯＮ　ＰＡＰＥＲ　Ｅ　ＳＥＲＩＥＳ ２００１－Ｅ－１７
Paper図書
ＩＮＳＴＩＴＵＴＥ　ＦＯＲ　ＭＯＮＥＴＡＲＹ2001.11
Other Libraries in Japan
  • Author HeadingＴｏｓｈｉａｋｉ, Ｗａｔａｎａｂｅ Ｍａｎａｂｕ, Ａｓａｉ

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy (IMES discussion paper series ; no.2009-E-13)

Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy (IMES discussion paper series ; no.2009-E-13)
Paper図書
Jouchi Nakajima, Munehisa Kasuya, Toshiaki Watanabe [著]Institute for Monetary and Economic Studies, Bank of Japan[2009]<D9-B290>
National Diet LibraryOther Libraries in Japan

A permanent and transitory component stochastic volatility model

A permanent and transitory component stochastic volatility model
Paper図書
Toshiaki WatanabeFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan

Measuring business cycle turning points in japan : with a dynamic Markov switching factor model

Measuring business cycle turning points in japan : with a dynamic Markov switching factor model
Paper図書
Toshiaki WatanabeBank of Japan. Institute for Monetary and Economic Studies2002
Other Libraries in Japan

Synthetic studies on nitrogen heterocycles by transition metal-catalyzed C-H bond functionalization and their synthetic application to biologically active compounds

Synthetic studies on nitrogen heterocycles by transition metal-catalyzed C-H bond functionalization and their synthetic application to biologically active compounds
Paper博士論文
Toshiaki Watanabe [著][Toshiaki Watanabe][2010]<UT51-2010-B242>
National Diet Library

Roles and biogenesis pathways of endogenous siRNAs and piRNAs in mouse germline cells

Roles and biogenesis pathways of endogenous siRNAs and piRNAs in mouse germline cells
Paper博士論文
Toshiaki Watanabe [著][Toshiaki Watanabe][2009]<UT51-2010-L550>
National Diet Library
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