Volatility forecast of stock indices by model averaging using high-frequency data

von Wang, Chengyang
Veröffentlicht in International review of economics & finance (2015)

Implied Sharpe ratios of portfolios with options : application to Nikkei futures and listed options

von Akuzawa, Toshinao
Veröffentlicht in The North American journal of economics and finance (2013)

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

von Nishiyama, Yoshihiko
Veröffentlicht in Econometrica (2005)

OLS estimation and the t test revisited in rank-size rule regression

von Nishiyama, Yoshihiko
Veröffentlicht in Journal of regional science (2008)

A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters

von Hitomi, Kohtaro
Veröffentlicht in Econometric theory (2008)

Quantitative evaluation of contingent capital and its applications

von Gupta, Anshul
Veröffentlicht in The North American journal of economics and finance (2013)

Moment restriction-based econometric methods : an overview

von Kunitomo, Naoto
Veröffentlicht in Journal of econometrics (2011)

Recent changes in the internal structure of wages and employment in Japan

Veröffentlicht in Journal of the Japanese and international economies (1995)

Corporate hierarchy, promotion and firm growth : Japanese internal labor market in transition

Veröffentlicht 1992

A consistent nonparametric test for nonlinear causality : specification in time series regression

Veröffentlicht in Journal of econometrics (2011)

Nonparametric estimation methods of integrated multivariate volatilities

Veröffentlicht in Econometric reviews (2008)

Empirical analysis of transport cost for interregional trade

von Konishi, Yoko
Veröffentlicht in Transportation, knowledge and space in urban and regional economics (2018)