Toshiaki Watanabe

zbMath Openwatanabe.toshiakiMaRDI QIDQ188550

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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
scientific article; zbMATH DE number 2170628 (Why is no real title available?)	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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