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Peer-Reviewed Article etc.

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  3. 2021

2021

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).

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  • Globalization and Economic Policies
  • Development of Macroeconometric Models with Applications to Macroeconomic Problems
  • Institutions and Policies for Sustainable Poverty Reduction in Developing Countries
  • Norms, Institutions, and Mechanism Design: Theoretical and Empirical Studies for Comprehensive Social Sciences
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