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 1 9 14 44
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 0 10 4 5 13 41
A Study on the Level of Market Efficiency in Five Markets 0 0 1 23 1 3 10 91
A Study on the Level of Market Efficiency in five countries 0 0 0 9 2 6 10 44
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 2 6 35
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 1 5 8 28
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 2 3 4 24
Total Working Papers 0 0 3 96 12 33 65 307


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 6 11 289
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 0 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 2 5 6 13
Intraday patterns of price clustering in Bitcoin 0 0 0 2 6 11 18 42
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 2 2 5 346
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 1 2 2 45
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 4 6 9 232
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 1 2 4 42
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 2 27 2 5 10 92
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 1 15 1 5 7 66
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 4 8 8 57
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 1 2 4 358
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 2 5 7 1,079
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 1 3 8 251
The day-of-the-week effect on Bitcoin return and volatility 0 0 4 30 54 75 108 245
The response of gold to the COVID-19 pandemic 0 0 2 5 2 2 9 17
Volatility and returns of ESG indices: evidence from Japan 3 4 9 13 10 17 27 43
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 0 1 4 256
Total Journal Articles 3 4 20 992 96 164 259 4,018


Statistics updated 2026-01-09