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 2 15 0 0 8 33
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 1 10 0 3 6 33
A Study on the Level of Market Efficiency in Five Markets 0 0 3 23 0 2 13 88
A Study on the Level of Market Efficiency in five countries 0 0 0 9 0 0 5 38
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 1 1 2 23 1 2 11 33
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 1 1 1 10 1 1 3 22
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 0 0 1 20
Total Working Papers 2 2 9 96 2 8 47 267


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 2 10 283
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 1 1 205 0 2 3 443
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 2 3 95
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 1 1 2 8
Intraday patterns of price clustering in Bitcoin 0 0 0 2 1 3 5 29
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 1 3 225
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 1 2 3 27 1 3 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 2 15 0 0 3 49
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 1 2 356
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 1 3 1,074
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 1 56 0 1 6 247
The day-of-the-week effect on Bitcoin return and volatility 0 1 4 30 6 17 29 162
The response of gold to the COVID-19 pandemic 0 0 2 5 1 4 7 15
Volatility and returns of ESG indices: evidence from Japan 0 0 4 7 1 4 10 23
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 2 3 255
Total Journal Articles 1 5 19 986 12 47 104 3,839


Statistics updated 2025-09-05