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 6 10 14 43
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 0 10 1 4 9 37
A Study on the Level of Market Efficiency in Five Markets 0 0 2 23 1 2 11 90
A Study on the Level of Market Efficiency in five countries 0 0 0 9 2 4 8 42
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 1 23 1 1 5 34
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 2 5 7 27
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 1 2 2 22
Total Working Papers 0 0 4 96 14 28 56 295

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 3 3 10 286
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 7 10 450
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 0 2 95
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 1 3 4 11
Intraday patterns of price clustering in Bitcoin 0 0 0 2 1 7 12 36
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 1 1 44
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 0 3 5 228
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 1 3 41
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 2 27 2 3 8 90
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 1 15 0 4 6 65
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 2 4 4 53
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 1 1 3 357
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 3 3 5 1,077
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 0 3 7 250
The day-of-the-week effect on Bitcoin return and volatility 0 0 4 30 10 29 54 191
The response of gold to the COVID-19 pandemic 0 0 2 5 0 0 7 15
Volatility and returns of ESG indices: evidence from Japan 0 3 7 10 5 10 19 33
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 1 4 256
Total Journal Articles 0 3 18 989 30 83 167 3,922

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Statistics updated 2025-12-06