Access Statistics for Hisashi Tanizaki

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange 0 0 4 15 1 4 12 33
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 2 10 0 1 4 29
A Study on the Level of Market Efficiency in Five Markets 0 2 8 23 1 4 18 83
A Study on the Level of Market Efficiency in five countries 0 0 0 9 2 2 5 36
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 3 22 0 0 11 29
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 9 0 0 4 20
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 0 3 20
Total Working Papers 0 2 18 94 4 11 57 250

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Gamma Random Number Generator for Arbitrary Shape Parameters 0 0 4 41 1 3 19 279
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 2 204 0 0 7 440
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 0 2 93
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 1 2 0 0 3 7
Intraday patterns of price clustering in Bitcoin 0 0 0 2 1 1 3 25
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 2 3 4 344
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 0 0 1 43
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 0 0 4 223
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 1 1 1 39
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 5 25 0 0 7 82
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 0 14 0 0 1 59
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 2 15 0 0 5 49
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 0 3 354
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 0 5 1,072
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 1 56 2 3 6 246
The day-of-the-week effect on Bitcoin return and volatility 1 1 3 27 2 2 11 139
The response of gold to the COVID-19 pandemic 0 0 2 3 0 1 5 9
Volatility and returns of ESG indices: evidence from Japan 0 3 6 6 0 4 15 18
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 1 4 253
Total Journal Articles 1 4 26 975 9 19 106 3,774

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03