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 1,090 1 1 3 3,249
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 0 1 398
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 2 4 23 0 2 8 52
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 0 0 2 14
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 4 22 0 2 7 55
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 1 22 0 0 1 27
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 0 11 0 0 1 37
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 0 35 0 0 0 29
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 0 1 1 40
Total Working Papers 0 2 9 1,243 1 6 24 3,901


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 1 3 400 0 1 5 840
A New Control Variate Estimator for an Asian Option 0 0 0 122 0 0 0 367
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 3 5 1 1 8 34
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 1 189 0 1 3 402
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 1 1 1 336 2 3 7 671
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 1 2 0 0 1 9
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 1 3 0 0 2 8
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 61
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 0 0 2 15
Total Journal Articles 1 2 10 1,067 3 6 30 2,407


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 1 1 0 0 3 19
Machine Learning Principles and Applications 0 0 0 0 0 0 0 8
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 0 1 6
Total Chapters 0 0 1 1 0 0 4 33


Statistics updated 2024-10-07