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 4 1,078 0 3 19 3,187
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 0 0 394
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 1 1 1 20 2 2 3 22
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 10 5 7 14 25
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 0 30 1 3 4 15
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 1 27 0 0 2 36
Total Working Papers 1 1 7 1,166 8 15 42 3,679


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 9 380 0 5 20 802
A New Control Variate Estimator for an Asian Option 0 0 0 120 2 7 8 358
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 185 0 0 1 390
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 3 330 0 1 14 652
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 1 1 2 6 2 4 21 45
Total Journal Articles 1 2 14 1,021 4 17 64 2,247


Statistics updated 2021-01-03