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 3 15 0 0 9 33
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 1 10 1 1 4 31
A Study on the Level of Market Efficiency in Five Markets 0 0 4 23 2 4 14 88
A Study on the Level of Market Efficiency in five countries 0 0 0 9 0 1 6 38
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 3 22 0 2 11 31
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 0 9 0 0 4 21
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 0 1 20
Total Working Papers 0 0 11 94 3 8 49 262

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 3 42 0 1 11 281
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 1 1 1 205 2 3 3 443
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 1 1 2 94
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 0 0 2 7
Intraday patterns of price clustering in Bitcoin 0 0 0 2 0 1 3 26
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 0 0 3 224
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 0 1 39
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 1 1 4 26 1 3 7 85
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 0 14 0 0 1 59
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 2 15 0 0 3 49
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 1 2 2 356
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 1 2 4 1,074
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 1 56 0 0 5 246
The day-of-the-week effect on Bitcoin return and volatility 1 2 5 30 7 10 20 152
The response of gold to the COVID-19 pandemic 0 1 2 5 2 3 5 13
Volatility and returns of ESG indices: evidence from Japan 0 1 6 7 2 3 12 21
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 0 1 253
Total Journal Articles 3 6 24 984 17 29 88 3,809

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Statistics updated 2025-07-04