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 0 1,091 6 9 12 3,263
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 4 5 7 406
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 3 26 5 8 13 65
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 7 10 11 25
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 3 3 6 65
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 0 22 4 9 9 36
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 12 6 8 9 46
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 1 1 1 36 2 4 11 40
Vaccine Uptake - Geographic Psychology or the Information Field? 0 1 1 6 3 7 13 33
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 2 2 5 45
Total Working Papers 1 2 6 1,255 42 65 96 4,024

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 3 5 6 847
A New Control Variate Estimator for an Asian Option 0 0 0 122 0 5 7 374
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 6 22 25 25
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 4 7 11 46
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 1 3 4 407
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 3 339 2 3 8 680
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 3 3 4 14
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions 0 0 0 0 6 6 12 14
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 0 0 0 2 3 9 9
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 1 4 2 2 7 18
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 0 7 2 3 4 66
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 4 7 10 25
Total Journal Articles 0 0 4 1,071 35 69 107 2,525

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 1 2 7 26
Machine Learning Principles and Applications 0 0 0 0 3 5 7 15
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 1 3 9
Total Chapters 0 0 0 1 4 8 17 50

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Statistics updated 2026-02-12