Access Statistics for Teruo Nakatsuma

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
ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test 0 0 1 1,092 2 3 24 3,278
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 2 3 12 413
Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks 0 0 2 2 2 3 4 4
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 0 26 2 2 21 78
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 3 5 18 33
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 2 3 13 75
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 0 22 2 3 21 48
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version of CARF-F-411) 0 0 1 13 3 4 22 60
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 1 36 0 0 10 46
Vaccine Uptake - Geographic Psychology or the Information Field? 0 1 3 8 5 8 26 52
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 3 7 14 57
tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange 0 0 0 0 1 3 3 3
Total Working Papers 0 1 8 1,261 27 44 188 4,147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-Chain Sampling Algorithm for GARCH Models 0 0 0 400 2 3 13 855
A New Control Variate Estimator for an Asian Option 0 0 0 122 1 1 8 377
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 4 5 36 39
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 2 2 16 55
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 3 4 9 413
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 1 340 2 3 11 688
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 2 2 7 18
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions 0 0 0 0 2 2 11 19
Determinants of Sports Participation in Japan: The Interplay of Sociodemographic Factors, Social Roles, and Behavioral Change 1 1 1 1 2 3 5 5
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 0 1 1 1 1 11 17
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 0 4 1 4 14 30
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 0 7 1 3 13 76
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 1 1 17 35
Who Chooses to Marry? A Bayesian Analysis of Marital Status and Sociodemographic Outcomes in Japan 0 0 0 0 1 1 3 3
Total Journal Articles 1 1 3 1,074 25 35 174 2,630

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Management and Robo-Advisors 0 0 0 1 0 0 2 26
Machine Learning Principles and Applications 0 0 0 0 0 0 6 16
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 1 1 3 11
Total Chapters 0 0 0 1 1 1 11 53

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Statistics updated 2026-11-12