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 5 12 17 49
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 0 10 7 12 19 48
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 16 18 25 107
A Study on the Level of Market Efficiency in five countries 0 0 0 9 5 9 15 49
How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data 0 0 1 23 3 5 9 38
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 1 4 9 29
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 2 5 6 26
Total Working Papers 0 0 2 96 39 65 100 346


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 4 10 15 293
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 2 4 12 452
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 1 1 3 96
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 4 7 10 17
Intraday patterns of price clustering in Bitcoin 0 0 0 2 9 16 27 51
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 0 2 4 346
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 1 2 3 46
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 5 9 14 237
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 1 2 5 43
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 2 27 1 5 11 93
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 1 15 4 5 11 70
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 3 9 11 60
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 2 4 6 360
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 2 7 9 1,081
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 2 3 9 253
The day-of-the-week effect on Bitcoin return and volatility 0 0 4 30 29 93 137 274
The response of gold to the COVID-19 pandemic 1 1 3 6 2 4 10 19
Volatility and returns of ESG indices: evidence from Japan 0 3 7 13 4 19 29 47
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 2 2 5 258
Total Journal Articles 1 4 19 993 78 204 331 4,096


Statistics updated 2026-02-12