Access Statistics for Hisashi Tanizaki

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
A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange 0 0 0 15 3 11 22 55
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 1 1 11 4 18 29 59
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 7 30 37 121
A Study on the Level of Market Efficiency in five countries 0 0 0 9 0 6 13 50
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 1 23 0 5 11 40
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 0 1 8 29
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 2 6 26
Total Working Papers 0 1 3 97 14 73 126 380


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Gamma Random Number Generator for Arbitrary Shape Parameters 0 0 0 42 0 5 14 294
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 6 16 456
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 1 3 96
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 5 11 17 24
Intraday patterns of price clustering in Bitcoin 0 0 0 2 1 17 34 59
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 1 1 3 347
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 0 1 3 46
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 2 7 15 239
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 1 4 43
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 1 3 28 1 4 14 96
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 1 2 16 0 5 12 71
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 1 4 12 61
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 2 6 360
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 2 9 1,081
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 1 3 8 254
The day-of-the-week effect on Bitcoin return and volatility 0 0 2 30 28 94 197 339
The response of gold to the COVID-19 pandemic 0 1 2 6 4 7 14 24
Volatility and returns of ESG indices: evidence from Japan 0 1 8 14 1 7 32 50
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 1 4 7 260
Total Journal Articles 0 4 18 996 48 182 420 4,200


Statistics updated 2026-04-09