List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors Japanese Journal of Statistics and Data Science | 2022-08-23 | Paper |
| Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates Asia-Pacific Financial Markets | 2009-04-15 | Paper |
| Structural changes in volatility of foreign exchange rates after the Asian financial crisis Asia-Pacific Financial Markets | 2009-02-06 | Paper |
| A new control variate estimator for an Asian option Asia-Pacific Financial Markets | 2006-10-24 | Paper |
| A Markov-Chain Sampling Algorithm for GARCH Models Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| Exact inference using variable integrating constant importance distributions Computational Economics | 2004-03-15 | Paper |
| Ratio tests of a unit root Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
| Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach Journal of Econometrics | 2001-10-03 | Paper |
Research outcomes over time
This page was built for person: Teruo Nakatsuma
