Teruo Nakatsuma

Available identifiers

zbMath Open nakatsuma.teruoMaRDI QIDQ1000502

List of research outcomes

Publication	Date of Publication	Type
A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors	2022-08-23	Paper
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates	2009-04-15	Paper
Structural changes in volatility of foreign exchange rates after the Asian financial crisis	2009-02-06	Paper
A new control variate estimator for an Asian option	2006-10-24	Paper
A Markov-Chain Sampling Algorithm for GARCH Models	2006-01-27	Paper
Exact inference using variable integrating constant importance distributions	2004-03-15	Paper
Ratio tests of a unit root	2002-07-28	Paper
Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach	2001-10-03	Paper

Research outcomes over time

This page was built for person: Teruo Nakatsuma