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 9 19 52
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 1 1 1 11 7 18 26 55
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 7 24 31 114
A Study on the Level of Market Efficiency in five countries 0 0 0 9 1 8 14 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 2 6 11 40
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 0 2 9 29
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 4 6 26
Total Working Papers 1 1 3 97 20 71 116 366


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 1 8 15 294
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 4 14 454
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 2 8 12 19
Intraday patterns of price clustering in Bitcoin 0 0 0 2 7 22 33 58
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 0 2 2 346
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 0 2 3 46
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 0 9 14 237
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 2 4 43
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 1 1 3 28 2 5 13 95
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 1 1 2 16 1 6 12 71
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 0 7 11 60
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 3 6 360
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 4 9 1,081
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 0 3 7 253
The day-of-the-week effect on Bitcoin return and volatility 0 0 3 30 37 120 172 311
The response of gold to the COVID-19 pandemic 0 1 3 6 1 5 11 20
Volatility and returns of ESG indices: evidence from Japan 1 4 8 14 2 16 31 49
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 1 3 6 259
Total Journal Articles 3 7 21 996 56 230 378 4,152


Statistics updated 2026-03-04