Jouchi Nakajima

Available identifiers

Publication	Date of Publication	Type
Bayesian Analysis of Latent Threshold Dynamic Models	2025-01-20	Paper
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns	2023-03-13	Paper
Bayesian analysis of multivariate stochastic volatility with skew return distribution	2022-06-07	Paper
Skew selection for factor stochastic volatility models	2022-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q5011566	2021-08-27	Paper
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes	2020-12-04	Paper
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting	2020-09-15	Paper
Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions	2020-03-09	Paper
Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing	2018-03-16	Paper
Bayesian inference of latent threshold models with application to Japanese macroeconomic data	2013-11-26	Paper
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution	2012-12-30	Paper
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form	2012-12-30	Paper
Stochastic volatility with leverage: fast and efficient likelihood inference	2012-09-23	Paper
Leverage, heavy-tails and correlated jumps in stochastic volatility models	2010-03-30	Paper

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