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 0 11 22 3,275
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 1 3 10 409
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 2 26 0 7 23 76
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 0 1 14 28
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 0 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 1 6 18 45
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 2 13 0 7 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 0 5 17 46
Vaccine Uptake - Geographic Psychology or the Information Field? 0 0 1 6 1 7 17 41
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 1 2 6 48
Total Working Papers 0 1 7 1,257 4 56 157 4,096

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 0 2 11 852
A New Control Variate Estimator for an Asian Option 0 0 0 122 0 2 9 376
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 2 7 34 34
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 1 6 16 52
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 0 1 5 408
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 1 339 1 4 10 684
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 0 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 0 2 10 17
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 1 1 1 2 7 14 16
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 0 4 0 6 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 0 5 10 73
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 3 8 17 34
Total Journal Articles 0 1 2 1,072 9 52 154 2,588

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 0 1 8 16
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 1 3 10
Total Chapters 0 0 0 1 0 2 15 52

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Statistics updated 2026-06-04