Hisashi Tanizaki
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Hisashi |
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Tanizaki |
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Contact
Affiliations
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Osaka University
/ Graduate School of Economics
Research profile
author of:
- A Simple Gamma Random Number Generator for Arbitrary Shape Parameters (RePEc:ebl:ecbull:eb-07c10012)
by Hisashi Tanizaki - Nonlinear and nonnormal filters using Monte Carlo methods (RePEc:eee:csdana:v:25:y:1997:i:4:p:417-439)
by Tanizaki, Hisashi - Bias correction of OLSE in the regression model with lagged dependent variables (RePEc:eee:csdana:v:34:y:2000:i:4:p:495-511)
by Tanizaki, Hisashi - Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling (RePEc:eee:csdana:v:37:y:2001:i:2:p:151-170)
by Geweke, John & Tanizaki, Hisashi - The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms (RePEc:eee:ecolet:v:31:y:1989:i:2:p:145-149)
by Tanizaki, Hisashi - Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (RePEc:eee:econom:v:83:y:1998:i:1-2:p:263-290)
by Tanizaki, Hisashi & Mariano, Roberto S. - The day-of-the-week effect on Bitcoin return and volatility (RePEc:eee:riibaf:v:49:y:2019:i:c:p:127-136)
by Ma, Donglian & Tanizaki, Hisashi - Fat-tailed stochastic volatility model and the stock market returns in China (RePEc:eme:cfripp:cfri-03-2018-0028)
by Donglian Ma & Hisashi Tanizaki - On the day-of-the-week effects of Bitcoin markets: international evidence (RePEc:eme:cfripp:cfri-12-2018-0158)
by Donglian Ma & Hisashi Tanizaki - The response of gold to the COVID-19 pandemic (RePEc:eme:sefpps:sef-05-2023-0258)
by Zhaoying Lu & Hisashi Tanizaki - Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration (RePEc:jae:japmet:v:9:y:1994:i:2:p:163-79)
by Tanizaki, Hisashi & Mariano, Roberto S - How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data (RePEc:osk:wpaper:2117)
by Katsutoshi Takehana & Hisashi Tanizaki - Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 (RePEc:osk:wpaper:2118)
by Katsutoshi Takehana & Hisashi Tanizaki - A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange (RePEc:osk:wpaper:2122)
by Guoxi Duan & Hisashi Tanizaki - A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks (RePEc:osk:wpaper:2123)
by Guoxi Duan & Hisashi Tanizaki - A Study on the Level of Market Efficiency in five countries (RePEc:osk:wpaper:2124)
by Guoxi Duan & Hisashi Tanizaki - A Study on the Level of Market Efficiency in Five Markets (RePEc:osk:wpaper:2124r)
by Guoxi Duan & Hisashi Tanizaki - Volatility Analysis of Sustainability-Themed Japanese Equity Indices (RePEc:osk:wpaper:2201)
by Amane Saito & Hisashi Tanizaki - Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques (RePEc:spr:aistmt:v:53:y:2001:i:1:p:63-81)
by Hisashi Tanizaki - Volatility transmission between Japan, UK and USA in daily stock returns (RePEc:spr:empeco:v:36:y:2009:i:1:p:27-54)
by Hisashi Tanizaki & Shigeyuki Hamori - On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods (RePEc:spr:empeco:v:47:y:2014:i:4:p:1221-1250)
by Ken-ichi Mizobuchi & Hisashi Tanizaki - Intraday patterns of price clustering in Bitcoin (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4)
by Donglian Ma & Hisashi Tanizaki - Volatility and returns of ESG indices: evidence from Japan (RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-024-00627-4)
by Amane Saito & Hisashi Tanizaki - On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods (RePEc:spr:stpapr:v:47:y:2006:i:1:p:109-124)
by Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi - Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments (RePEc:taf:japsta:v:24:y:1997:i:5:p:603-632)
by Hisashi Tanizaki - Kalman Filter Model with Qualitative Dependent Variables (RePEc:tpr:restat:v:75:y:1993:i:4:p:747-52)
by Tanizaki, Hisashi