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1.
A state space approach to estimating the integrated variance by
Material type: Text Text
Publication details: IMES 2009
Online resources:
Availability: Items available for loan: IGIDR (1).

2.
3.
Pricing Nikkei 225 Options Using Realized Volatility by
Material type: Text Text
Publication details: Tokyo IMES 2011
Online resources:
Availability: Items available for loan: IGIDR (1).

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Intraday price volatility and trading volume: A case of the Japanese government bond futures by Series: Discussion paper series
Material type: Text Text
Publication details: Japan Institute For Monetary And Economic Studies 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: DP 96-E-5.

6.
Pacific-basin stock market returns and volatility: statistical properties and correlations by Series: QRI Working Papers
Material type: Text Text
Publication details: Tokyo QRI 1997
Availability: Items available for loan: IGIDR (1).

7.
Stochastic volatility models with heavy-tailed distributions: A Bayesian analysis by Series: IMES discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2001
Availability: Items available for loan: IGIDR (1).

8.
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model by Series: IMES discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2002
Availability: Items available for loan: IGIDR (1).

9.
Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments by Series: IMES discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 2005
Availability: Items available for loan: IGIDR (1).

10.

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