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金融市場の計量分析 : 高頻度データによる統計解析

金融市場の計量分析 : 高頻度データによる統計解析
Paper博士論文
生方雅人 [著][生方雅人][2009]<UT51-2009-N906>
National Diet Library

Pricing Nikkei 225 Options Using Realized Volatility

Pricing Nikkei 225 Options Using Realized Volatility
Digital文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2013-01
Available onlineOther Libraries in Japan
  • Author HeadingUbukata, Masato Watanabe, Toshiaki

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
Digital文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
Available onlineOther Libraries in Japan
  • Author HeadingUbukata, Masato Watanabe, Toshiaki

Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?

Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
Paper文書・図像類
Sakawa, Hideaki, Ubukata, MasatoGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2009-10Discussion Papers In Economics And Business09-34
Other Libraries in Japan
  • Author HeadingSakawa, Hideaki Ubukata, Masato

Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market

Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market
Paper文書・図像類
Ubukata, MasatoGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2009-09Discussion Papers In Economics And Business09-30
Other Libraries in Japan
  • Author HeadingUbukata, Masato

証券市場の透明性と東京証券取引所の改革

証券市場の透明性と東京証券取引所の改革
Digital文書・図像類
坂和, 秀晃, 生方, 雅人Institute of Economic Research, Hitotsubashi University2010-03
Available onlineOther Libraries in Japan

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

Option Pricing Using Realized Volatility and ARCH Type Models

Option Pricing Using Realized Volatility and ARCH Type Models
Digital文書・図像類
渡部, 敏明, 生方, 雅人Institute of Economic Research, Hitotsubashi University2009-04
Available onlineOther Libraries in Japan

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