年別の研究成果
年別の研究成果
検索結果
-
2022
A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
Oya, S. & Nakatsuma, T., 2022, (Accepted/In press) In: Japanese Journal of Statistics and Data Science.研究成果: Article › 査読
-
2020
Volatility forecasts using stochastic volatility models with nonlinear leverage effects
McAlinn, K., Ushio, A. & Nakatsuma, T., 2020 3月 1, In: Journal of Forecasting. 39, 2, p. 143-154 12 p.研究成果: Article › 査読
3 被引用数 (Scopus) -
2018
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 9月 1, In: Asia-Pacific Financial Markets. 25, 3, p. 179-220 42 p.研究成果: Article › 査読
2 被引用数 (Scopus) -
2004
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.研究成果: Article › 査読
1 被引用数 (Scopus) -
Exact inference using variable integrating constant importance distributions
Romeo, C. J. & Nakatsuma, T., 2004, In: Computational Economics. 23, 1, p. 45-70 26 p.研究成果: Article › 査読
-
2000
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Nakatsuma, T., 2000 3月, In: Journal of Econometrics. 95, 1, p. 57-69 13 p.研究成果: Article › 査読
73 被引用数 (Scopus) -
Ratio tests of a unit root
Nakatsuma, T., Gouskova, E., Uemura, J. & Tsurumi, H., 2000, In: Communications in Statistics - Theory and Methods. 29, 11, p. 2547-2571 25 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
Structural changes in volatility of foreign exchange rates after the asian financial crisis
Nakatsuma, T., 2000 1月 1, In: Asia-Pacific Financial Markets. 7, 1, p. 69-82 14 p.研究成果: Article › 査読
3 被引用数 (Scopus) -
1999
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Nakatsuma, T. & Tsurumi, H., 1999, In: Asia-Pacific Financial Markets. 6, 1, p. 71-84 14 p.研究成果: Article › 査読
6 被引用数 (Scopus)