Teruo Nakatsuma

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Affiliations

• Keio University / Faculty of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Volatility Forecasts Using Nonlinear Leverage Effects (repec:arx:papers:1605.06482)
  by Kenichiro McAlinn & Asahi Ushio & Teruo Nakatsuma
• Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution (repec:arx:papers:2108.04019)
  by Sakae Oya & Teruo Nakatsuma
• Comment on “Why Fintech Is Not Changing Japanese Banking” (repec:bla:asiapr:v:17:y:2022:i:2:p:313-314)
  by Teruo Nakatsuma
• A Markov-Chain Sampling Algorithm for GARCH Models (repec:bpj:sndecm:v:3:y:1998:i:2:n:al1)
  by Nakatsuma Teruo
• Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market- (repec:cfi:fseres:cf411)
  by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino
• Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version (repec:cfi:fseres:cf438)
  by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino
• Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach (repec:eee:econom:v:95:y:2000:i:1:p:57-69)
  by Nakatsuma, Teruo
• Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey (repec:gam:jijerp:v:22:y:2025:i:5:p:663-:d:1640264)
  by Makoto Nakakita & Naoki Kubota & Tomoki Toyabe & Sakae Oya & Teruo Nakatsuma
• Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors (repec:gam:jjrfmx:v:14:y:2021:i:4:p:145-:d:525747)
  by Makoto Nakakita & Teruo Nakatsuma
• Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information (repec:gam:jjrfmx:v:15:y:2022:i:10:p:470-:d:944931)
  by Tomoki Toyabe & Teruo Nakatsuma
• Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models (repec:gam:jmathe:v:13:y:2025:i:16:p:2691-:d:1729283)
  by Makoto Nakakita & Tomoki Toyabe & Teruo Nakatsuma
• Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions (repec:gam:jworld:v:5:y:2024:i:3:p:36-722:d:1465310)
  by Wakuo Saito & Makoto Nakakita & Teruo Nakatsuma
• Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach (repec:hit:hituec:a368)
  by Teruo Nakatsuma
• A New Control Variate Estimator for an Asian Option (repec:kap:apfinm:v:11:y:2004:i:2:p:143-160)
  by Kenji Kamizono & Takeaki Kariya & Regina Liu & Teruo Nakatsuma
• Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market (repec:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9245-6)
  by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino
• Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates (repec:kap:apfinm:v:6:y:1999:i:1:p:71-84)
  by Teruo Nakatsuma & Hiroki Tsurumi
• The Cost Function Estimation of Japanese Sake Industry with Prefecture-Wise Panel Data (repec:keo:dpaper:2021-011)
  by Wakuo Saito & Teruo Nakatsuma
• Hierarchical Bayesian Hedonic Regression Analysis of Japanese Rice Wine: Price is Right? (repec:keo:dpaper:2021-019)
  by Wakuo Saito & Teruo Nakatsuma
• ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test (repec:rut:rutres:199619)
  by Teruo Nakatsuma & Hiroki Tsurumi
• The Economics of Fintech (repec:spr:sprbok:978-981-33-4913-1)
  by Sahoko Kaji & Teruo Nakatsuma & Masahiro Fukuhara (ed.)
• Machine Learning Principles and Applications (repec:spr:sprchp:978-981-33-4913-1_11)
  by Teruo Nakatsuma
• The Mechanism of HFT and Its Merits and Demerits—The Information Efficiency Challenge (repec:spr:sprchp:978-981-33-4913-1_12)
  by Teruo Nakatsuma
• Asset Management and Robo-Advisors (repec:spr:sprchp:978-981-33-4913-1_13)
  by Teruo Nakatsuma
• Vaccine Uptake - Geographic Psychology or the Information Field? (repec:tcr:wpaper:e191)
  by Peter Romero & Eisaku Daniel Tanaka & Yuki Mikiya & Shinya Yoshino & Atsushi Oshio & Teruo Nakatsuma
• Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market-- (repec:tky:fseres:2017cf1052)
  by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino
• Volatility forecasts using stochastic volatility models with nonlinear leverage effects (repec:wly:jforec:v:39:y:2020:i:2:p:143-154)
  by Kenichiro McAlinn & Asahi Ushio & Teruo Nakatsuma