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 7 8 36 69
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 1 2 12 0 2 39 72
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 1 2 41 129
A Study on the Level of Market Efficiency in five countries 0 0 0 9 2 2 16 54
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 0 23 0 1 11 44
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 0 10 0 0 8 30
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 0 7 27
Total Working Papers 0 1 2 98 10 15 158 425


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 1 1 43 1 2 19 302
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 0 205 0 1 16 459
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 4 7 102
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 0 3 23 31
Intraday patterns of price clustering in Bitcoin 0 0 0 2 0 0 39 68
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 0 0 7 351
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 1 2 7 50
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 1 1 19 244
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 1 5 45
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 1 28 0 0 13 100
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 1 16 0 0 12 73
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 0 3 17 66
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 1 1 7 363
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 1 1 10 1,084
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 1 1 9 256
The day-of-the-week effect on Bitcoin return and volatility 0 0 1 31 2 7 194 356
The response of gold to the COVID-19 pandemic 0 0 1 6 0 4 19 34
Volatility and returns of ESG indices: evidence from Japan 1 1 8 15 1 2 38 61
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 1 8 263
Total Journal Articles 1 2 13 999 9 34 469 4,308


Statistics updated 2026-09-10