6
H index
5
i10 index
138
Citations
Osaka University | 6 H index 5 i10 index 138 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY: 30 years (1989 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta865 |
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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2023 | Speculation 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 |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Artificial 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 |
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 | 34 |
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 | 18 |
2019 | On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International. [Full Text][Citation analysis] | article | 3 |
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 | 1 |
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 | 6 |
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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