7
H index
6
i10 index
154
Citations
Hisashi Tanizaki : Citation Profile
Osaka University | RESEARCH PRODUCTION: 18 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1989 - 2023). 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:
| Cites to:
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Main data
Where Hisashi Tanizaki has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 3 |
| China Finance Review International | 2 |
| Empirical Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics | 7 |
Recent works citing Hisashi Tanizaki (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Factores competitivos en el sector empresarial marroquinero. Caso: pymes marroquineras departamento de Nariño. (2023). de la Rosa, Diego Marcel ; Arteaga, Andrea Lorena. In: Revista Tendencias. RePEc:col:000520:021045. Full description at Econpapers || Download paper |
| 2024 | Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x. Full description at Econpapers || Download paper |
| 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 | Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty. (2023). Yu, Jize ; Jin, Daxiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008929. Full description at Econpapers || Download paper |
| 2024 | Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598. Full description at Econpapers || Download paper |
| 2023 | Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239. Full description at Econpapers || Download paper |
| 2023 | Money in the time of crypto. (2023). Bibi, Samuele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000909. Full description at Econpapers || Download paper |
| 2023 | Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. (2023). DIAKITE, Zakary. In: MPRA Paper. RePEc:pra:mprapa:120115. 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 |
| 2023 | Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7. Full description at Econpapers || Download paper |
Works by Hisashi Tanizaki:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 7 |
| 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 | 21 |
| 2019 | Fat-tailed stochastic volatility model and the stock market returns in China In: China Finance Review International. [Full Text][Citation analysis] | article | 1 |
| 2019 | On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International. [Full Text][Citation analysis] | article | 3 |
| 2023 | The response of gold to the COVID-19 pandemic In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2021 | How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Study on the Level of Market Efficiency in five countries In: Discussion Papers in Economics and Business. [Citation analysis] | paper | 0 |
| 2021 | A Study on the Level of Market Efficiency in Five Markets In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Volatility Analysis of Sustainability-Themed Japanese Equity Indices In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| 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 | 2 |
| 2022 | Intraday patterns of price clustering in Bitcoin In: Financial Innovation. [Full Text][Citation analysis] | article | 10 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team