4
H index
2
i10 index
90
Citations
Teruo Nakatsuma : Citation Profile
Keio University | RESEARCH PRODUCTION: 9 Articles 8 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Teruo Nakatsuma. | Is cited by:
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Main data
Where Teruo Nakatsuma has published?
| Journals with more than one article published | # docs |
|---|---|
| Asia-Pacific Financial Markets | 3 |
| JRFM | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
| Keio-IES Discussion Paper Series / Institute for Economics Studies, Keio University | 2 |
Recent works citing Teruo Nakatsuma (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers || Download paper |
| 2023 | Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62. Full description at Econpapers || Download paper |
Teruo Nakatsuma has edited the books:
| Year | Title | Type | Cited |
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Works by Teruo Nakatsuma:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Volatility Forecasts Using Nonlinear Leverage Effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Comment on “Why Fintech Is Not Changing Japanese Banking” In: Asian Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 1998 | A Markov-Chain Sampling Algorithm for GARCH Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2017 | Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- In: CARF F-Series. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market.(2018) In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2017 | Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--.(2017) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2000 | Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
| 2021 | Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 1999 | Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach In: Discussion Paper Series. [Citation analysis] | paper | 0 |
| 2004 | A New Control Variate Estimator for an Asian Option In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 1999 | Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 3 |
| 2021 | The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data In: Keio-IES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? In: Keio-IES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1996 | ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Machine Learning Principles and Applications In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge In: Springer Books. [Citation analysis] | chapter | 0 |
| 2021 | Asset Management and Robo-Advisors In: Springer Books. [Citation analysis] | chapter | 0 |
| 2020 | Volatility forecasts using stochastic volatility models with nonlinear leverage effects In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team