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 1 9 13 3,264
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 4 7 406
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 3 26 4 10 17 69
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 2 12 13 27
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 0 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 3 10 12 39
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) 1 1 2 13 3 11 12 49
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 1 1 36 1 4 12 41
Vaccine Uptake - Geographic Psychology or the Information Field? 0 1 1 6 1 7 14 34
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 1 3 4 46
Total Working Papers 1 3 7 1,256 16 73 110 4,040

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 7 9 850
A New Control Variate Estimator for an Asian Option 0 0 0 122 0 3 7 374
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 2 21 27 27
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 0 6 11 46
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 0 2 4 407
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 2 339 0 2 7 680
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 0 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 1 7 10 15
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 0 0 0 0 3 9 9
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 0 4 2 4 7 20
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 0 7 2 5 5 68
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 1 6 11 26
Total Journal Articles 0 0 2 1,071 11 69 111 2,536

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 2 6 26
Machine Learning Principles and Applications 0 0 0 0 0 5 7 15
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 0 3 9
Total Chapters 0 0 0 1 0 7 16 50

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Statistics updated 2026-03-04