• 75 Citations
  • 2 h-Index
19992020

Research output per year

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Research Output

  • 75 Citations
  • 2 h-Index
  • 8 Article

Volatility forecasts using stochastic volatility models with nonlinear leverage effects

McAlinn, K., Ushio, A. & Nakatsuma, T., 2020 Mar 1, In : Journal of Forecasting. 39, 2, p. 143-154 12 p.

Research output: Contribution to journalArticle

  • Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market

    Saito, T., Adachi, T., Nakatsuma, T., Takahashi, A., Tsuda, H. & Yoshino, N., 2018 Sep 1, In : Asia-Pacific Financial Markets. 25, 3, p. 179-220 42 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    A new control variate estimator for an Asian option

    Kamizono, K., Kariya, T., Liu, R. Y. & Nakatsuma, T., 2004, In : Asia-Pacific Financial Markets. 11, 2, p. 143-160 18 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Exact inference using variable integrating constant importance distributions

    Romeo, C. J. & Nakatsuma, T., 2004 Dec 1, In : Computational Economics. 23, 1, p. 45-70 26 p.

    Research output: Contribution to journalArticle

  • Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach

    Nakatsuma, T., 2000 Mar, In : Journal of Econometrics. 95, 1, p. 57-69 13 p.

    Research output: Contribution to journalArticle

  • 65 Citations (Scopus)