The following pages link to Teruo Nakatsuma (Q1000502):
Displayed 8 items.
- Structural changes in volatility of foreign exchange rates after the Asian financial crisis (Q1000503) (← links)
- Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320) (← links)
- Exact inference using variable integrating constant importance distributions (Q1425082) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
- A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors (Q2166027) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- A Markov-Chain Sampling Algorithm for GARCH Models (Q3368228) (← links)
- Ratio tests of a unit root (Q4541678) (← links)