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検索結果 8 件

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
紙博士論文
生方雅人 [著][生方雅人][2009]<UT51-2009-N906>
国立国会図書館

Pricing Nikkei 225 Options Using Realized Volatility

Pricing Nikkei 225 Options Using Realized Volatility
デジタル文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2013-01
インターネットで読める全国の図書館
  • 著者標目Ubukata, 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
デジタル文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
インターネットで読める全国の図書館
  • 著者標目Ubukata, 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?
紙文書・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
全国の図書館
  • 著者標目Sakawa, 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
紙文書・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
全国の図書館
  • 著者標目Ubukata, 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
デジタル文書・図像類
坂和, 秀晃, 生方, 雅人Institute of Economic Research, Hitotsubashi University2010-03
インターネットで読める全国の図書館

A Test for Dependence and Covariance Estimator of Market Microstructure Noise

A Test for Dependence and Covariance Estimator of Market Microstructure Noise
紙文書・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
全国の図書館
  • 著者標目Ubukata, Masato Oya, Kosuke

Option Pricing Using Realized Volatility and ARCH Type Models

Option Pricing Using Realized Volatility and ARCH Type Models
デジタル文書・図像類
渡部, 敏明, 生方, 雅人Institute of Economic Research, Hitotsubashi University2009-04
インターネットで読める全国の図書館

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