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 0 0 2 3,247
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 0 0 397
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 6 20 1 1 12 46
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 0 1 2 13
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 1 1 8 20 2 2 11 51
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 2 22 0 0 3 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 1 3 37
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 1 35 0 0 1 29
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 0 0 0 39
Total Working Papers 1 1 17 1,238 3 5 34 3,886


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 3 399 0 1 5 838
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 1 1 3 3 2 2 11 28
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 1 4 189 0 1 6 400
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 0 3 335 1 1 8 666
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 1 1 0 0 3 8
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 2 2 0 0 5 6
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 1 7 1 1 5 60
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 0 0 1 13
Total Journal Articles 1 3 17 1,061 4 6 44 2,386


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 2 4 19
Machine Learning Principles and Applications 0 0 0 0 0 0 1 8
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 1 2 6
Total Chapters 0 0 1 1 0 3 7 33


Statistics updated 2024-02-04