Teruo Nakatsuma
Names
| first: | Teruo |
| last: | Nakatsuma |
Identifer
| RePEc Short-ID: | pna602 |
Contact
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 - 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 - 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 None - 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