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 5 11 27 60
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 1 1 11 6 17 35 65
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 5 19 41 126
A Study on the Level of Market Efficiency in five countries 0 0 0 9 2 3 15 52
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 1 23 2 4 13 42
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 0 0 8 29
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 0 6 26
Total Working Papers 0 1 3 97 20 54 145 400


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 6 7 20 300
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 1 5 16 457
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 2 2 5 98
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 2 9 19 26
Intraday patterns of price clustering in Bitcoin 0 0 0 2 5 13 39 64
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 3 4 6 350
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 2 2 5 48
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 4 6 19 243
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 1 1 5 44
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 1 3 28 4 7 17 100
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 1 2 16 2 3 14 73
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 1 2 13 62
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 2 2 8 362
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 2 2 11 1,083
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 0 1 8 254
The day-of-the-week effect on Bitcoin return and volatility 0 0 2 30 9 74 204 348
The response of gold to the COVID-19 pandemic 0 0 2 6 2 7 16 26
Volatility and returns of ESG indices: evidence from Japan 0 1 7 14 7 10 38 57
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 1 3 8 261
Total Journal Articles 0 3 17 996 56 160 471 4,256


Statistics updated 2026-05-06