Jouchi Nakajima

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
Bayesian Analysis of Latent Threshold Dynamic Models Journal of Business and Economic Statistics	2025-01-20	Paper
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Bayesian analysis of multivariate stochastic volatility with skew return distribution Econometric Reviews	2022-06-07	Paper
Skew selection for factor stochastic volatility models Journal of Applied Statistics	2022-02-25	Paper
scientific article; zbMATH DE number 7387627 (Why is no real title available?)	2021-08-27	Paper
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes Journal of Applied Statistics	2020-12-04	Paper
Multivariate Bayesian predictive synthesis in macroeconomic forecasting Journal of the American Statistical Association	2020-09-15	Paper
Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions Annals of the Institute of Statistical Mathematics	2020-03-09	Paper
Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing Brazilian Journal of Probability and Statistics	2018-03-16	Paper
Bayesian inference of latent threshold models with application to Japanese macroeconomic data Journal of the Japan Statistical Society	2013-11-26	Paper
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution Computational Statistics and Data Analysis	2012-12-30	Paper
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form Computational Statistics and Data Analysis	2012-12-30	Paper
Stochastic volatility with leverage: fast and efficient likelihood inference Journal of Econometrics	2012-09-23	Paper
Leverage, heavy-tails and correlated jumps in stochastic volatility models Computational Statistics and Data Analysis	2010-03-30	Paper

Research outcomes over time

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