6
H index
5
i10 index
131
Citations
Osaka University | 6 H index 5 i10 index 131 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hisashi Tanizaki. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 3 |
Empirical Economics | 2 |
Year | Title of citing document |
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2021 | Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351. Full description at Econpapers || Download paper |
2020 | PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps. (2020). Hangyong, Qian ; Shaozhi, Zheng ; Xianglong, LI ; Xiangdong, Liu. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:159-169:n:5. Full description at Econpapers || Download paper |
2021 | A general control variate method for time-changed Lévy processes: An application to option pricing. (2021). Wang, Cong ; Shiraya, Kenichiro ; Yamazaki, Akira. In: CARF F-Series. RePEc:cfi:fseres:cf499. Full description at Econpapers || Download paper |
2020 | Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897. Full description at Econpapers || Download paper |
2021 | Recursive adjusted unit root tests under non-stationary volatility. (2021). Wen, Kuangyu ; Li, Yanglin ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002184. Full description at Econpapers || Download paper |
2021 | Max-linear regression models with regularization. (2021). Chan, Vincent ; Zhang, Zhengjun ; Xu, Yuqing ; Cui, Qiurong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:579-600. Full description at Econpapers || Download paper |
2022 | The evolution of day-of-the-week and the implications in crude oil market. (2022). Nor, Normaziah Mohd ; Wen, Fenghua ; Zhu, QI ; Li, Wenhui. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832200007x. Full description at Econpapers || Download paper |
2020 | Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106. Full description at Econpapers || Download paper |
2021 | Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842. Full description at Econpapers || Download paper |
2021 | MAX momentum in cryptocurrency markets. (2021). Zhang, Wei ; Wang, Pengfei ; Urquhart, Andrew ; Li, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001630. Full description at Econpapers || Download paper |
2021 | Bitcoin volatility, stock market and investor sentiment. Are they connected?. (2021). Perez-Pico, Ada M ; Lopez-Cabarcos, Angeles M ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309274. Full description at Econpapers || Download paper |
2021 | Calendar effects in Bitcoin returns and volatility. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311316. Full description at Econpapers || Download paper |
2021 | Downside risk and the cross-section of cryptocurrency returns. (2021). Wang, Pengfei ; Xiong, Xiong ; Li, YI ; Zhang, Wei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002053. Full description at Econpapers || Download paper |
2021 | Random variate generation for the truncated negative gamma distribution. (2021). Devroye, Luc. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:181:y:2021:i:c:p:51-56. Full description at Econpapers || Download paper |
2020 | For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843. Full description at Econpapers || Download paper |
2020 | How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037. Full description at Econpapers || Download paper |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper |
2022 | Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616. Full description at Econpapers || Download paper |
2021 | Fantastic Beasts: Blockchain Based Banking. (2021). Daluwathumullagamage, Dulani Jayasuriya ; Sims, Alexandra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:170-:d:533154. Full description at Econpapers || Download paper |
2020 | CAN BITCOIN’S PRICE BE A PREDICTOR OF STOCK PRICES?. (2020). Fukushima, Akio ; Kurihara, Yutaka ; Maeda, Shinichiro. In: Noble International Journal of Economics and Financial Research. RePEc:nap:nijefr:2020:p:50-55. Full description at Econpapers || Download paper |
2020 | A navigation satellite selection algorithm for optimized positioning based on Gibbs sampler. (2020). Hong, Yunqing ; He, Menghua ; Zhi, Qinan ; Xia, NA ; Du, Huazheng. In: International Journal of Distributed Sensor Networks. RePEc:sae:intdis:v:16:y:2020:i:6:p:1550147720929620. Full description at Econpapers || Download paper |
2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680. Full description at Econpapers || Download paper |
2021 | A smoothing spline model for multimodal and skewed circular responses: Applications in meteorology and oceanography. (2021). Hassanzadeh, Fatemeh . In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:2:n:e2655. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | A Simple Gamma Random Number Generator for Arbitrary Shape Parameters In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
1997 | Nonlinear and nonnormal filters using Monte Carlo methods In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2000 | Bias correction of OLSE in the regression model with lagged dependent variables In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
2001 | Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 35 |
1989 | The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1998 | Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
2019 | The day-of-the-week effect on Bitcoin return and volatility In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 14 |
2019 | On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International. [Full Text][Citation analysis] | article | 2 |
1994 | Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2001 | Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 3 |
2009 | Volatility transmission between Japan, UK and USA in daily stock returns In: Empirical Economics. [Full Text][Citation analysis] | article | 15 |
2014 | On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2006 | On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods In: Statistical Papers. [Full Text][Citation analysis] | article | 5 |
1997 | Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
1993 | Kalman Filter Model with Qualitative Dependent Variables. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
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