2021.10.08 / Last updated : 2022.10.19 PEER-REVIEWED_29 Cathy W.S. Chen, Toshiaki Watanabe and Edward M.H. Lin, “Bayesian Estimation of Realized GARCH-type Models with Application to Financial Tail Risk Management”, Econometrics and Statistics (2021).
2021.10.08 / Last updated : 2021.10.08 PEER-REVIEWED_28 Makoto Takahashi, Toshiaki Watanabe and Yasuhiro Omori, “Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility”, Econometrics and Statistics (2021).
2021.10.06 / Last updated : 2021.10.06 PEER-REVIEWED_27 Haitao Cheng, “Border Carbon Adjustments with Endogenous Assembly Locations”, Economic Modelling (2021).