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 2 2 8 35
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 1 10 3 5 9 36
A Study on the Level of Market Efficiency in Five Markets 0 0 3 23 0 0 13 88
A Study on the Level of Market Efficiency in five countries 0 0 0 9 0 0 4 38
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 1 2 23 0 2 10 33
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 1 1 10 1 2 4 23
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 1 1 2 21
Total Working Papers 0 2 7 96 7 12 50 274


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 1 42 0 2 9 283
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 0 0 3 443
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 1 3 95
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 0 1 2 8
Intraday patterns of price clustering in Bitcoin 0 0 0 2 2 5 7 31
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 0 0 3 344
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 0 0 0 43
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 1 2 3 226
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 1 2 40
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 1 3 27 0 2 7 87
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 1 1 15 0 2 3 61
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 1 15 0 0 2 49
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 0 2 356
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 0 3 1,074
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 1 2 6 248
The day-of-the-week effect on Bitcoin return and volatility 0 0 4 30 8 18 35 170
The response of gold to the COVID-19 pandemic 0 0 2 5 0 2 7 15
Volatility and returns of ESG indices: evidence from Japan 2 2 6 9 3 5 13 26
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 2 3 255
Total Journal Articles 2 4 19 988 15 45 113 3,854


Statistics updated 2025-10-06