Access Statistics for Teruo Nakatsuma

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1,091	1	2	6	3,255
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach	0	0	0	1	1	2	3	402
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right?	0	2	3	26	2	5	7	59
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution	0	0	0	10	0	0	1	15
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data	0	0	0	22	0	1	3	62
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-	0	0	0	22	2	2	2	29
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	1	1	12	0	1	1	38
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--	0	0	0	35	1	2	8	37
Vaccine Uptake - Geographic Psychology or the Information Field?	0	0	0	5	1	3	8	27
Volatility Forecasts Using Nonlinear Leverage Effects	0	0	0	29	0	0	3	43
Total Working Papers	0	3	5	1,253	8	18	42	3,967

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	3	843
A New Control Variate Estimator for an Asian Option	0	0	0	122	2	3	4	371
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models	0	0	0	0	3	6	6	6
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors	0	0	0	5	1	2	6	40
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates	0	0	0	189	1	2	2	405
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach	0	0	3	339	1	2	7	678
Comment on “Why Fintech Is Not Changing Japanese Banking”	0	0	0	2	0	0	1	11
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions	0	0	0	0	0	0	7	8
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey	0	0	0	0	0	1	6	6
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information	0	0	1	4	0	2	7	16
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market	0	0	0	7	0	0	2	63
Volatility forecasts using stochastic volatility models with nonlinear leverage effects	0	0	0	3	2	2	5	20
Total Journal Articles	0	0	4	1,071	11	21	56	2,467

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset Management and Robo-Advisors	0	0	0	1	0	1	5	24
Machine Learning Principles and Applications	0	0	0	0	0	1	2	10
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge	0	0	0	0	1	2	3	9
Total Chapters	0	0	0	1	1	4	10	43

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Statistics updated 2025-12-06