PUBLICATIONS
研究成果
| 発行年月 | 著者名 | タイトル | |
| 2024/12 |
Toshiaki Watanabe Jouchi Nakajima |
High-frequency realized stochastic volatility model |
#渡部敏明 #統計学
|
| 2024/10 |
Makoto Takahashi Toshiaki Watanabe Yasuhiro Omori |
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility |
#渡部敏明 #統計学
|
| 2023/10 | Cathy W.S. Chen, Toshiaki Watanabe, Edward M.H. Lin | Bayesian estimation of realized GARCH-type models with application to financial tail risk management |
#渡部敏明 #統計学
|
| 2022/09 | Cathy W.S. Chen, Hsiao-Yun Hsu, Toshiaki Watanabe | Tail risk forecasting of realized volatility CAViaR models (Finance Research Letters) |
#渡部敏明 #統計学
|