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 28 61
A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks 0 0 1 11 5 15 40 70
A Study on the Level of Market Efficiency in Five Markets 0 0 0 23 1 13 41 127
A Study on the Level of Market Efficiency in five countries 0 0 0 9 0 2 14 52
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 3 12 43
Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 0 0 1 10 1 1 9 30
Volatility Analysis of Sustainability-Themed Japanese Equity Indices 0 0 0 6 1 1 7 27
Total Working Papers 0 0 3 97 10 44 151 410


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 0 42 0 6 19 300
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling 0 0 1 205 1 4 17 458
Bias correction of OLSE in the regression model with lagged dependent variables 0 0 0 17 0 2 5 98
Fat-tailed stochastic volatility model and the stock market returns in China 0 0 0 2 2 9 21 28
Intraday patterns of price clustering in Bitcoin 0 0 0 2 4 10 42 68
Kalman Filter Model with Qualitative Dependent Variables 0 0 0 128 1 5 7 351
Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques 0 0 0 14 0 2 5 48
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 0 6 19 243
Nonlinear and nonnormal filters using Monte Carlo methods 0 0 0 6 0 1 5 44
On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods 0 0 3 28 0 5 16 100
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 2 16 0 2 14 73
On the day-of-the-week effects of Bitcoin markets: international evidence 0 0 0 15 1 3 14 63
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments 0 0 0 69 0 2 7 362
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 2 10 1,083
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms 0 0 0 56 1 2 9 255
The day-of-the-week effect on Bitcoin return and volatility 1 1 2 31 1 38 204 349
The response of gold to the COVID-19 pandemic 0 0 1 6 4 10 19 30
Volatility and returns of ESG indices: evidence from Japan 0 0 7 14 2 10 40 59
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 75 1 3 9 262
Total Journal Articles 1 1 16 997 18 122 482 4,274


Statistics updated 2026-06-04