Hisashi Tanizaki : Citation Profile


Are you Hisashi Tanizaki?

Osaka University

6

H index

5

i10 index

138

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: 3.    Total self citations: 5 (3.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta865
   Updated: 2024-01-16    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)

van der Leij, Marco (3)

Canova, Fabio (3)

Pérez Forero, Fernando (3)

González-Astudillo, Manuel (3)

Heiss, Florian (3)

Bartolucci, Francesco (2)

Liu, Xiaochun (2)

Polgreen, Linnea (2)

Cites to:

Mariano, Roberto (11)

Geweke, John (7)

Geweke, John (5)

Andrews, Donald (4)

Berument, Hakan (4)

Harvey, Andrew (4)

Moschini, GianCarlo (4)

Rossi, Peter (4)

Renault, Eric (4)

Kohn, Robert (4)

Ghysels, Eric (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 (2024 and 2023)


YearTitle of citing document
2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

Full description at Econpapers || Download paper

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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article34
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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article18
2019On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International.
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article3
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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article1
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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article6
1993Kalman Filter Model with Qualitative Dependent Variables. In: The Review of Economics and Statistics.
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article5

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