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 1 1 1,092 8 12 23 3,275
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 1 2 9 408
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 3 26 6 11 24 76
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 1 3 14 28
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 7 7 11 72
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 0 22 3 8 17 44
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 2 13 6 10 19 56
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 1 36 4 6 17 46
Vaccine Uptake - Geographic Psychology or the Information Field? 0 0 1 6 5 7 17 40
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 1 2 5 47
Total Working Papers 0 2 8 1,257 42 68 156 4,092

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 5 11 852
A New Control Variate Estimator for an Asian Option 0 0 0 122 2 2 9 376
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 3 7 32 32
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 2 5 15 51
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 1 1 5 408
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 1 339 2 3 9 683
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 2 2 5 16
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions 0 0 0 0 2 3 12 17
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 1 1 1 3 5 12 14
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 0 4 3 8 13 26
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 0 7 4 7 10 73
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 4 6 16 31
Total Journal Articles 0 1 2 1,072 30 54 149 2,579

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 4 26
Machine Learning Principles and Applications 0 0 0 0 1 1 8 16
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 1 4 10
Total Chapters 0 0 0 1 1 2 16 52

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Statistics updated 2026-05-06