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協調のゲーム論的基礎 : 非利己的要因と私的情報の役割

協調のゲーム論的基礎 : 非利己的要因と私的情報の役割
Paper図書
松島斉, 東京大学 [著][松島斉]2003-2005<Y151-H15330036>
National Diet Library
  • Subject Heading...ce / Auction / Market Microstructure / Detail-Free Mechanism / Inc...

Money markets and monetary policy implementation in times of crisis

Money markets and monetary policy implementation in times of crisis
Paper図書
Patrick WeberKovač2016
Other Libraries in Japan
  • Subject Heading...n Finanzmärkte Market Microstructure Monetary Policy Money Markets...
  • Subject Heading (ID)...n Finanzmärkte Market Microstructure Monetary Policy Money Markets...

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
  • Subject Headingpre-opening period market microstructure partial adjustment model
  • Note (General)...l issue in the market microstructure research. Market participants...

ティック・サイズ縮小と指値注文板が持つ価格情報の関係について

ティック・サイズ縮小と指値注文板が持つ価格情報の関係について
Paper文書・図像類
畠中, 賢治Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2018-05Discussion Papers In Economics And Business18-13p.1-19
Other Libraries in Japan
  • Subject Headingequity market price discovery market microstructure high frequency trading

An Empirical Market Microstructure Analysis of the Implied Spread Cost in the Japanese Day-Ahead Electricity Market

An Empirical Market Microstructure Analysis of the Implied Spread Cost in the Japanese Day-Ahead Electricity Market
Digital文書・図像類
IKEDA, Shin S.GRIPS Policy Research Center2013-03-06GRIPS Discussion PapersDP12-22
Other Libraries in Japan
  • Subject HeadingMarket Microstructure Implied Spread Roll measure P...

Tick Size Change on the Stock Exchange of Thailand

Tick Size Change on the Stock Exchange of Thailand
Digital文書・図像類
Pavabutra, Pantisa, Prangwattananon, SukanyaInstitute of Economic Research, Hitotsubashi University2008-04
Available onlineOther Libraries in Japan
  • Subject HeadingTick size Market microstructure Transaction costs

Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling

Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling
Digital文書・図像類
Koike, YutaInstitute of Economic Research, Hitotsubashi University2013-01
Available onlineOther Libraries in Japan
  • Subject Heading...ted covariance Market microstructure noise Nonsynchronous observat...

Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability

Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
Digital文書・図像類
橋本, 優子, 伊藤, 隆敏, 大西, 立顕, タカヤス, ミサコ, 高安, 秀樹, 渡辺, 努Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2008-08-04
Available onlineOther Libraries in Japan
  • Subject HeadingForeign exchange rate electronic broking system random walk market microstructure

Price Reaction to Momentum Trading and Market Equilibrium

Price Reaction to Momentum Trading and Market Equilibrium
Digital文書・図像類
西出, 勝正京都大学大学院経済学研究科2007-03京都大学大学院経済学研究科Working Paper86
Available onlineOther Libraries in Japan
  • Subject HeadingMarket microstructure rational expectations model m...

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
  • Subject Headingtest statistic market microstructure noise time-dependence nonsync...
  • Note (General)...thepresence of market microstructure noise. It is important to kno...

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data
Digital文書・図像類
増田, 弘毅, 森本, 孝之Institute of Economic Research, Hitotsubashi University2009-02
Available onlineOther Libraries in Japan
  • Subject Headinghigh-frequency data market microstructure noise realized volatility Jap...

Nonparametric Stochastic Volatility

Nonparametric Stochastic Volatility
Digital文書・図像類
Bandi, Federico M., Ren?, RobertoInstitute of Economic Research, Hitotsubashi University2009-03
Available onlineOther Libraries in Japan
  • Summary, etc....n by virtue of market microstructure noise-contaminated high-frequ...
  • Subject Heading...ods recurrence market microstructure noise

証券理論モデルによるブラック・マンデーの原因究明

証券理論モデルによるブラック・マンデーの原因究明
Digital博士論文
佐藤,猛
Available onlineOther Libraries in Japan
  • Subject Headingブラック・マンデー クラッシュ マーケット・マイクロストラクチャー インパクト・モデル Black Monday Crash Market Microstructure Impact Model

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