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 1,092 0 0 22 3,275
Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach 0 0 0 1 0 1 10 410
Calibrated Horizon-Weighted Local Projection Designs for Markov Switchbacks 0 2 2 2 1 2 2 2
Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? 0 0 2 26 0 0 22 76
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution 0 0 0 10 2 2 15 30
The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data 0 0 0 22 0 0 11 72
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- 0 0 0 22 1 1 19 46
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 2 13 1 1 20 57
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- 0 0 1 36 0 0 11 46
Vaccine Uptake - Geographic Psychology or the Information Field? 1 2 3 8 1 4 21 45
Volatility Forecasts Using Nonlinear Leverage Effects 0 0 0 29 3 5 10 53
Total Working Papers 1 4 11 1,261 9 16 163 4,112


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 1 1 11 853
A New Control Variate Estimator for an Asian Option 0 0 0 122 0 0 8 376
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models 0 0 0 0 1 1 35 35
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors 0 0 0 5 0 1 15 53
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates 0 0 0 189 1 2 7 410
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach 0 1 1 340 0 1 9 685
Comment on “Why Fintech Is Not Changing Japanese Banking” 0 0 0 2 0 0 5 16
Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions 0 0 0 0 0 0 9 17
Determinants of Sports Participation in Japan: The Interplay of Sociodemographic Factors, Social Roles, and Behavioral Change 0 0 0 0 1 3 3 3
Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey 0 0 1 1 0 0 11 16
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information 0 0 0 4 1 1 13 27
Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market 0 0 0 7 1 1 11 74
Volatility forecasts using stochastic volatility models with nonlinear leverage effects 0 0 0 3 0 0 16 34
Who Chooses to Marry? A Bayesian Analysis of Marital Status and Sociodemographic Outcomes in Japan 0 0 0 0 0 2 2 2
Total Journal Articles 0 1 2 1,073 6 13 155 2,601


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 26
Machine Learning Principles and Applications 0 0 0 0 0 0 7 16
The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge 0 0 0 0 0 0 3 10
Total Chapters 0 0 0 1 0 0 13 52


Statistics updated 2026-09-10