Yoshihiko Tsukuda

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
The multivariate GARCH model and its application to East Asian financial market integration Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Generalized Nelson-Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts? Journal of Applied Statistics	2020-11-04	Paper
Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? Journal of Applied Statistics	2020-10-28	Paper
Term structure forecasting of government bond yields with latent and macroeconomic factors: do macroeconomic factors imply better out-of-sample forecasts? Journal of Forecasting	2018-10-11	Paper
An extensive analysis on the Japanese markets via S. Taylor's model Financial Engineering and the Japanese Markets	2009-02-06	Paper
Testing PPP hypotheses between Japan and the six G7 countries Asia-Pacific Financial Markets	2009-02-06	Paper
Dynamic efficiency in the east European emerging markets Asia-Pacific Financial Markets	2007-01-24	Paper
Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation Communications in Statistics. Simulation and Computation	2005-07-18	Paper
Testing a Subset of Coefficients in a Structural Equation Econometrica	1984-01-01	Paper
Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system Journal of Econometrics	1984-01-01	Paper
Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations International Economic Review	1983-01-01	Paper

Research outcomes over time

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