Toshiaki Watanabe

Available identifiers

zbMath Open watanabe.toshiakiMaRDI QIDQ188550

List of research outcomes

Publication	Date of Publication	Type
Bayesian modeling and forecasting of value-at-risk via threshold realized volatility	2024-07-18	Paper
Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models	2018-05-14	Paper
News impact curve for stochastic volatility models	2014-03-27	Paper
Realized stochastic volatility model. Bayesian analysis using Markov chain Monte Carlo	2013-11-26	Paper
Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk	2010-08-05	Paper
Estimating stochastic volatility models using daily returns and realized volatility simultaneously	2010-03-30	Paper
Block sampler and posterior mode estimation for asymmetric stochastic volatility models	2009-06-12	Paper
A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)	2008-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4678104	2005-05-23	Paper
On sampling the degree-of-freedom of Student's-\(t\) disturbances	2001-01-01	Paper

Research outcomes over time

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