Shigeyuki Hamori

Available identifiers

Publication	Date of Publication	Type
Copula-based regression models with data missing at random	2020-09-29	Paper
Calibration estimation of semiparametric copula models with data missing at random	2019-10-01	Paper
On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference	2009-02-06	Paper
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework	2008-02-18	Paper
Component structures of agricultural commodity futures traded on the Tokyo grain exchange	2007-04-26	Paper
On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods	2006-03-28	Paper
Hidden Markov models. Applications to financial economics.	2005-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4467690	2004-06-10	Paper
SEASONAL INTEGRATION FOR DAILY DATA	2003-10-27	Paper
Testing for a unit root in the presence of a variance shift	1998-08-13	Paper
On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties	1996-11-20	Paper

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