Hisashi Tanizaki : Citation Profile


Are you Hisashi Tanizaki?

Osaka University

6

H index

5

i10 index

131

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 4
   Journals where Hisashi Tanizaki has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 5 (3.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta865
   Updated: 2022-06-22    RAS profile: 2021-05-13    
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Relations with other researchers


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:

Omori, Yasuhiro (6)

Fernandez-Villaverde, Jesus (5)

Rubio-Ramirez, Juan F (4)

Pérez Forero, Fernando (3)

van der Leij, Marco (3)

Heiss, Florian (3)

Canova, Fabio (3)

González-Astudillo, Manuel (3)

Peracchi, Franco (2)

Silos, Pedro (2)

Sinha, Pankaj (2)

Cites to:

Mariano, Roberto (10)

Geweke, John (5)

Geweke, John (5)

Kohn, Robert (4)

Moschini, GianCarlo (4)

Berument, Hakan (4)

Andrews, Donald (4)

Renault, Eric (4)

Ghysels, Eric (4)

Harvey, Andrew (4)

Rossi, Peter (4)

Main data


Where Hisashi Tanizaki has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Empirical Economics2

Recent works citing Hisashi Tanizaki (2021 and 2020)


YearTitle of citing document
2021Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351.

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2020PMCMC 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.

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2021A 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.

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2020Dynamic 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.

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2021Recursive 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.

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2021Max-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.

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2022The 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.

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2020Economic 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.

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2021Which 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.

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2021MAX 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.

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2021Bitcoin 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.

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2021Calendar 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.

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2021Downside 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.

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2021Random 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.

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2020For 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.

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2020How 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.

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2020A 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.

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2022Forecasting 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.

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2021Fantastic 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.

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2020CAN 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.

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2020A 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.

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2020Weekly 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.

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2021A 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.

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Works by Hisashi Tanizaki:


YearTitleTypeCited
2008A Simple Gamma Random Number Generator for Arbitrary Shape Parameters In: Economics Bulletin.
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article4
1997Nonlinear and nonnormal filters using Monte Carlo methods In: Computational Statistics & Data Analysis.
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article2
2000Bias correction of OLSE in the regression model with lagged dependent variables In: Computational Statistics & Data Analysis.
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article6
2001Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis.
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article35
1989The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms In: Economics Letters.
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article1
1998Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations In: Journal of Econometrics.
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article24
2019The day-of-the-week effect on Bitcoin return and volatility In: Research in International Business and Finance.
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article14
2019On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International.
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article2
1994Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration. In: Journal of Applied Econometrics.
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article11
2001Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques In: Annals of the Institute of Statistical Mathematics.
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article3
2009Volatility transmission between Japan, UK and USA in daily stock returns In: Empirical Economics.
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article15
2014On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods In: Empirical Economics.
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article0
2006On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods In: Statistical Papers.
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article5
1997Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments In: Journal of Applied Statistics.
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article4
1993Kalman Filter Model with Qualitative Dependent Variables. In: The Review of Economics and Statistics.
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article5

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