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 1 1,091 0 2 5 3,253
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 0 1 399
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 1 3 24 0 1 3 53
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 0 0 0 14
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 0 1 8 61
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 0 22 0 0 0 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 0 37
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 0 35 4 4 4 33
Vaccine Uptake - Geographic Psychology or the Information Field? 0 0 1 5 0 2 9 24
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 1 1 4 43
Total Working Papers 0 1 5 1,250 5 11 34 3,944

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 1 400 1 1 3 842
A New Control Variate Estimator for an Asian Option 0 0 0 122 1 1 1 368
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 1 2 4 37
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 0 0 2 403
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 1 2 4 339 1 2 7 675
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 0 0 2 11
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions 0 0 0 0 1 3 8 8
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 1 4 0 0 5 13
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 0 2 2 17
Total Journal Articles 1 2 6 1,071 5 11 36 2,437

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 3 22
Machine Learning Principles and Applications 0 0 0 0 1 1 1 9
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 1 1 7
Total Chapters 0 0 0 1 1 2 5 38

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Statistics updated 2025-07-04