Shigeyuki Hamori

MaRDI QIDQ819429zbMATH OpenFDO

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
Copula-based regression models with data missing at random Journal of Multivariate Analysis	2020-09-29	Paper
Calibration estimation of semiparametric copula models with data missing at random Journal of Multivariate Analysis	2019-10-01	Paper
On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference Financial Engineering and the Japanese Markets	2009-02-06	Paper
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework Asia-Pacific Financial Markets	2008-02-18	Paper
Component structures of agricultural commodity futures traded on the Tokyo grain exchange Asia-Pacific Financial Markets	2007-04-26	Paper
On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods Statistical Papers	2006-03-28	Paper
Hidden Markov models. Applications to financial economics. Advanced Studies in Theoretical and Applied Econometrics	2005-11-17	Paper
scientific article; zbMATH DE number 2072436 (Why is no real title available?)	2004-06-10	Paper
SEASONAL INTEGRATION FOR DAILY DATA Econometric Reviews	2003-10-27	Paper
Testing for a unit root in the presence of a variance shift Economics Letters	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 Econometric Reviews	1996-11-20	Paper

Research outcomes over time

This page was built for person: Shigeyuki Hamori