Toshiaki Watanabe's Books

Stochastic Volatility and Realized Stochastic Volatility Models

By: Makoto Takahashi,Yasuhiro Omori,Toshiaki Watanabe

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Stochastic Volatility and Realized Stochastic Volatility Models

By: Makoto Takahashi,Yasuhiro Omori,Toshiaki Watanabe

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volatility constitutes a crucial aspect of finance, as it plays a vital role in predicting return distributions and managing risks. Among the various econometric models available, the stochastic volatility model has been a popular choice, particularly in comparison to other models, such as GARCH models, as it has demonstrated superior performance in previous empirical studies in terms of fit, forecasting volatility, and evaluating tail risk measures such as Value-at-Risk and Expected Shortfall. The book also explores an extension of the basic stochastic volatility model, incorporating a skewed return error distribution and a realized volatility measurement equation. The concept of realized volatility, a newly established estimator of volatility using intraday returns data, is introduced, and a comprehensive description of the resulting realized stochastic volatility model is provided. The text contains a thorough explanation of several efficient sampling algorithms for latent log volatilities, as well as an illustration of parameter estimation and volatility prediction through empirical studies utilizing various asset return data, including the yen/US dollar exchange rate, the Dow Jones Industrial Average, and the Nikkei 225 stock index. This publication is highly recommended for readers with an interest in the latest developments in stochastic volatility models and realized stochastic volatility models, particularly in regards to financial risk management.

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Page Count

120

Publisher

Springer Nature

Published Date

ISBN 10

981990935X

ISBN 13

9789819909353

CRC Handbook of Organic Analytical Reagents

By: Kuang Lu Cheng,Keihei Ueno,Toshiaki Imamura

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CRC Handbook of Organic Analytical Reagents

By: Kuang Lu Cheng,Keihei Ueno,Toshiaki Imamura

The Handbook of Organic Analytical Reagents, 2nd Edition, is an indispensable source book of physico-chemical properties, preparation, and analytical applications of the most commonly used organic reagents. Updated from the 1st Edition, this volume includes data on 40 new reagents (such as ultra-high sensitive azo dyes, fluorescent calcium indicators, and chromogenic crown ethers and porphyrin reagents), a new Reagent Index listing reagents according to the elements to be assayed, and completely updated references. Each entry contains information on synonyms, sources and methods of synthesis, analytical applications, complexation reactions and the properties of complexes, purification and purity of the reagent, and other regeants with a related structure. The Handbook of Organic Analytical Reagents, 2nd Edition, is an invaluable bench-side reference for professional analytical chemists and graduate students.

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Page Count

628

Publisher

Routledge

Published Date

ISBN 10

1351457217

ISBN 13

9781351457217

Graphite Intercalation Compounds and Applications

By: Toshiaki Enoki,Morinobu Endo,Masatsugu Suzuki

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Graphite Intercalation Compounds and Applications

By: Toshiaki Enoki,Morinobu Endo,Masatsugu Suzuki

Graphite intercalation compounds are a new class of electronic materials that are classified as graphite-based host guest systems. They have specific structural features based on the alternating stacking of graphite and guest intercalate sheets. The electronic structures show two-dimensional metallic properties with a large variety of features including superconductivity. They are also interesting from the point of two-dimensional magnetic systems. This book presents the synthesis, crystal structures, phase transitions, lattice dynamics, electronic structures, electron transport properties, magnetic properties, surface phenomena, and applications of graphite intercalation compounds. The applications covered include batteries, highly conductive graphite fibers, exfoliated graphite and intercalated fullerenes and nanotubes.

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Page Count

453

Publisher

Oxford University Press, USA

Published Date

ISBN 10

0195128273

ISBN 13

9780195128277

Coal and Coal-Related Compounds

Structures, Reactivity and Catalytic Reactions

By: Toshiaki Kabe,Atsushi Ishihara,Eika Weihua Qian,I. Putu Sutrisna,Yaeko Kabe

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Coal and Coal-Related Compounds

Structures, Reactivity and Catalytic Reactions

By: Toshiaki Kabe,Atsushi Ishihara,Eika Weihua Qian,I. Putu Sutrisna,Yaeko Kabe

Coal is more abundant than petroleum and natural gas. Further, coal is not localized but can be used by many more countries than petroleum. Therefore, if we can establish coal utilization technology, coal will bring about a great contribution to human life and society. On the other hand, shortage of petroleum and natural gas are anticipated in the second half of the 21st century. To compensate, the use of coal is expected to gradually increase during the 21st century. In the future, the development of the coal utilization technology will become more and more important to insure the supply of liquid fuels for transportation and carbon sources for the manufacture of chemicals and plastic materials.In order to develop such technologies, the elucidation of the structure of coal is a fundamental area of study. Further, more efficient coal utilization technology must be established to meet environmental legislation. One of the key technologies for this purpose is catalysis. This volume provides detail of the basic and practical aspects of the science and technology of coal utilization with and without catalysts. The actual structure of coal, the chemistry included in the reactivity of coal, the methods to elucidate the structure of coal and re-action mechanisms of coal conversion, the most important catalyst for converting coal to liquid and gas, the role of the catalysts in coal conversion, the problems in the process engineering, and how to meet environmental regulations are discussed in detail. The recent progress in studies on the structure and reactivity of coal made over the last century is summarized and reviewed with emphasis on both fundamental and applied aspects of the science and technology for coal processing in the presence and absence of catalysts. * This book highlights the issues faced in trying to discover more efficient coal utilization technology.* Provides detailed discussion on how to meet environmental regulations and legislation. * Fills the gap between both the scientific and practical sides of coal utilization with and without catalysts.

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Page Count

361

Publisher

Elsevier

Published Date

ISBN 10

0080529232

ISBN 13

9780080529233

CRC Handbook of Organic Analytical Reagents, Second Edition

By: Kuang Lu Cheng,Keihei Ueno,Toshiaki Imamura

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CRC Handbook of Organic Analytical Reagents, Second Edition

By: Kuang Lu Cheng,Keihei Ueno,Toshiaki Imamura

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Page Count

628

Publisher

CRC Press

Published Date

ISBN 10

0849342872

ISBN 13

9780849342875

Fish Physiology: Sensory Systems Neuroscience

By: Toshiaki J. Hara,Barbara Zielinski

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Fish Physiology: Sensory Systems Neuroscience

By: Toshiaki J. Hara,Barbara Zielinski

Fish sensory systems have been extensively studied not only because of a wide general interest in the behavioral and sensory physiology of this group, but also because fishes are well suited as biological models for studies of sensory systems. Fish Physiology: Sensory Systems Neuroscience describes how fish are able to perceive their physical and biological surroundings, and highlights some of the exciting developments in molecular biology of fish sensory systems. Volume 25 in the Fish Physiology series offers the only updated thorough examination of fish sensory systems at the molecular, cellular and systems levels. - Offers a comprehensive account of the present state of science in this rapidly expanding and developing field - New physiological techniques presented to enable examining responses at the cellular and system levels - Discusses fish sensory systems and how they have adapted to the physiological challenges presented by an aquatic environment

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Page Count

536

Publisher

Elsevier

Published Date

ISBN 10

0080469612

ISBN 13

9780080469614

Keynes's Theoretical Development

From the Tract to the General Theory

By: Toshiaki Hirai

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Keynes's Theoretical Development

From the Tract to the General Theory

By: Toshiaki Hirai

Comprehensive and authoritative, this book, written by a recognized authority on the subject explores the contributions to modern economics by John Maynard Keynes and addresses neglected, yet crucial aspects of the genesis of Keynesian economics. In this book, the author elucidates Keynes’ development as an economic theoretician through an examination of his books, articles, various manuscripts, lecture notes and controversial correspondence. Departing from a narrative account and analyzing processes of theory-building and re-building which constitute Keynes’s intellectual journey from the Tract to the General Theory, this volume shows Keynes’ theoretical development as a theoretical hypothesis. An excellent exposition of Keynes’ contribution, this is a valuable addition to the bookshelves of all to students and researchers interested in Keynes and more widely the history of economic thought and macroeconomics.

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Page Count

384

Publisher

Routledge

Published Date

ISBN 10

1134230400

ISBN 13

9781134230402

High Temperature Air Combustion

From Energy Conservation to Pollution Reduction

By: Hiroshi Tsuji,Ashwani K. Gupta,Toshiaki Hasegawa,Masashi Katsuki,Ken Kishimoto,Mitsunobu Morita

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High Temperature Air Combustion

From Energy Conservation to Pollution Reduction

By: Hiroshi Tsuji,Ashwani K. Gupta,Toshiaki Hasegawa,Masashi Katsuki,Ken Kishimoto,Mitsunobu Morita

Maximize efficiency and minimize pollution: the breakthrough technology of high temperature air combustion (HiTAC) holds the potential to overcome the limitations of conventional combustion and allow engineers to finally meet this long-standing imperative. Research has shown that HiTAC technology can provide simultaneous reduction of CO2 and nitric

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Page Count

425

Publisher

CRC Press

Published Date

ISBN 10

1420041037

ISBN 13

9781420041033

Proteomic Biology Using LC/MS

Large Scale Analysis of Cellular Dynamics and Function

By: Nobuhiro Takahashi,Toshiaki Isobe,Dominic M. Desiderio,Nico M. Nibbering

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Proteomic Biology Using LC/MS

Large Scale Analysis of Cellular Dynamics and Function

By: Nobuhiro Takahashi,Toshiaki Isobe,Dominic M. Desiderio,Nico M. Nibbering

This is one of the first books to focus on the dynamic aspect of proteomes. The book introduces proteomics to the newcomer, reviews the theoretical aspects of proteomics and its state-of-the art technologies, along with a number of biological applications using "classical" proteomic technology. The book also presents a new concept, the Dynamome, or the expression of a comprehensive molecular set that participates in the whole dynamic process of a series of cellular events.

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Page Count

275

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470149647

ISBN 13

9780470149645

Waveguide Nonlinear-Optic Devices

By: Toshiaki Suhara,Masatoshi Fujimura

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Waveguide Nonlinear-Optic Devices

By: Toshiaki Suhara,Masatoshi Fujimura

The most comprehensive book on waveguide nonlinear optic devices, this volume presents a systematic description of the NLO field, with an emphasis on devices that use ferroelectric waveguides. It ranges from an introduction to the concepts of waveguides to the most recent experimental results.

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Page Count

330

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3662108720

ISBN 13

9783662108727

Graphene and Its Fascinating Attributes

By: Swapan K. Pati,Toshiaki Enoki,Chintamani Nagesa Ramachandra Rao

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Graphene and Its Fascinating Attributes

By: Swapan K. Pati,Toshiaki Enoki,Chintamani Nagesa Ramachandra Rao

Graphene, a single sheet of graphite, has an unconventional electronic structure that can be described in terms of massless Dirac Fermions. This book presents the frontiers of graphene research ranging from important issues in condensed matter physics and chemistry to advanced device applications.

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Page Count

287

Publisher

World Scientific

Published Date

ISBN 10

9814329355

ISBN 13

9789814329354

Semiconductor Laser Fundamentals

By: Toshiaki Suhara

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Semiconductor Laser Fundamentals

By: Toshiaki Suhara

Ranging from fundamental theoretical concepts to advanced device technologies, this reference/text explores the engineering, characteristics, and performance of specific semiconductor lasers. It defines key principles in electromagnetics, optoelectronics, and laser implementation for novel applications in optical communications, storage, processing, measurement, and sensing. This text prepares students for advanced experimental and theoretical research in semiconductor laser technology and provides the only comprehensive, systematic, and concise description of semiconductor lasers available for an understanding of the physics and parameters of laser operation and function.

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Page Count

310

Publisher

CRC Press

Published Date

ISBN 10

0824752929

ISBN 13

9780824752927

The Lefschetz Properties

By: Tadahito Harima,Toshiaki Maeno,Hideaki Morita,Yasuhide Numata,Akihito Wachi,Junzo Watanabe

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The Lefschetz Properties

By: Tadahito Harima,Toshiaki Maeno,Hideaki Morita,Yasuhide Numata,Akihito Wachi,Junzo Watanabe

This is a monograph which collects basic techniques, major results and interesting applications of Lefschetz properties of Artinian algebras. The origin of the Lefschetz properties of Artinian algebras is the Hard Lefschetz Theorem, which is a major result in algebraic geometry. However, for the last two decades, numerous applications of the Lefschetz properties to other areas of mathematics have been found, as a result of which the theory of the Lefschetz properties is now of great interest in its own right. It also has ties to other areas, including combinatorics, algebraic geometry, algebraic topology, commutative algebra and representation theory. The connections between the Lefschetz property and other areas of mathematics are not only diverse, but sometimes quite surprising, e.g. its ties to the Schur-Weyl duality. This is the first book solely devoted to the Lefschetz properties and is the first attempt to treat those properties systematically.

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Page Count

268

Publisher

Springer

Published Date

ISBN 10

3642382061

ISBN 13

9783642382062

Stochastic Volatility and Realized Stochastic Volatility Models

By: Makoto Takahashi,Yasuhiro Omori,Toshiaki Watanabe

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Stochastic Volatility and Realized Stochastic Volatility Models

By: Makoto Takahashi,Yasuhiro Omori,Toshiaki Watanabe

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Page Count

120

Publisher

Springer Nature

Published Date

ISBN 10

981990935X

ISBN 13

9789819909353

The Lefschetz Properties

By: Tadahito Harima,Toshiaki Maeno,Hideaki Morita,Yasuhide Numata,Akihito Wachi,Junzo Watanabe

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The Lefschetz Properties

By: Tadahito Harima,Toshiaki Maeno,Hideaki Morita,Yasuhide Numata,Akihito Wachi,Junzo Watanabe

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Page Count

268

Publisher

Springer

Published Date

ISBN 10

3642382061

ISBN 13

9783642382062

Book's by Toshiaki Watanabe

Stochastic Volatility and Realized Stochastic Volatility Models

Stochastic Volatility and Realized Stochastic Volatility Models

CRC Handbook of Organic Analytical Reagents

CRC Handbook of Organic Analytical Reagents

Graphite Intercalation Compounds and Applications

Graphite Intercalation Compounds and Applications

Coal and Coal-Related Compounds

Coal and Coal-Related Compounds

CRC Handbook of Organic Analytical Reagents, Second Edition

CRC Handbook of Organic Analytical Reagents, Second Edition

Fish Physiology: Sensory Systems Neuroscience

Fish Physiology: Sensory Systems Neuroscience

Keynes's Theoretical Development

Keynes's Theoretical Development

High Temperature Air Combustion

High Temperature Air Combustion

Proteomic Biology Using LC/MS

Proteomic Biology Using LC/MS

Waveguide Nonlinear-Optic Devices

Waveguide Nonlinear-Optic Devices

Graphene and Its Fascinating Attributes

Graphene and Its Fascinating Attributes

Semiconductor Laser Fundamentals

Semiconductor Laser Fundamentals

The Lefschetz Properties

The Lefschetz Properties

Stochastic Volatility and Realized Stochastic Volatility Models

Stochastic Volatility and Realized Stochastic Volatility Models

The Lefschetz Properties

The Lefschetz Properties

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