Portfolio optimization using dynamic factor and stochastic volatility : evidence on fat-tailed errors and leverage

von Ishihara, Tsunehiro
Veröffentlicht in The Japanese economic review (2017)

An econometric analysis of insurance markets with separate identification for moral hazard and selection problems

von Sugawara, Shinya
Veröffentlicht in Computational economics (2017)

Duopoly in the Japanese airline market : Bayesian estimation for the entry game

von Sugawara, Shinya
Veröffentlicht in The Japanese economic review (2012)

Bayesian estimation of entry games with multiple players and multiple equilibria

von Onishi, Yuko
Veröffentlicht in The Japanese economic review (2016)

Multivariate stochastic volatility

von Chib, Siddhartha
Veröffentlicht in Handbook of financial time series (2009)

Panel data analysis of Japanese residential water demand using a discrete/continuous choice approach

von Miyawaki, Koji
Veröffentlicht in The Japanese economic review (2011)

News impact curve for stochastic volatility models

von Takahashi, Makoto
Veröffentlicht in Economics letters (2013)

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution

von Takahashi, Makoto
Veröffentlicht in International journal of forecasting (-2016)

Exact estimation of demand functions under block-rate pricing

von Miyawaki, Koji
Veröffentlicht in Econometric reviews (2016)

A discrete/continuous choice model on a nonconvex budget set

von Miyawaki, Koji
Veröffentlicht in Econometric reviews (2018)

Cinematographic theory and new dimensions in ethnographic film

Veröffentlicht 1988

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

Veröffentlicht 2009

Stochastic volatility with leverage : fast and efficient likelihood inference

Veröffentlicht in Journal of econometrics (2007)

Tsugaru no kamisama

von Ōmori, Yasuhiro
Veröffentlicht 20233