Jiro Hodoshima

Available identifiers

zbMath Open hodoshima.jiroMaRDI QIDQ900043

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5055111	2022-12-12	Paper
Comparing dynamic and static performance indexes in the stock market: evidence from Japan	2022-09-16	Paper
Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan	2020-12-15	Paper
Utility indifference pricing and the Aumann-Serrano performance index	2020-03-06	Paper
Stock performance by utility indifference pricing and the Sharpe ratio	2019-09-26	Paper
Rejoinder to author's reply	2017-07-12	Paper
Comments on "Estimation and decision for linear systems with elliptical random processes" [with reply]	2017-06-20	Paper
REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL	2017-03-02	Paper
On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model	2016-06-28	Paper
The class of BAN estimators of a single structural equation with structural change	2016-01-01	Paper
A note on bootstrapped White's test for heteroskedasticity in regression models	2013-01-28	Paper
Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap	2011-02-03	Paper
A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models	2009-05-12	Paper
The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution	2009-04-23	Paper
The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors	2008-01-16	Paper
The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models	2006-08-10	Paper
Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions.	2004-03-14	Paper
Reexamining the robustness of the market value of equity	2003-12-04	Paper
Finite-sample properties of single-equation estimators under structural change	1992-09-27	Paper
Gains by the common structural variance	1990-01-01	Paper
Locally most powerful rank tests for regression under truncation	1988-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: Jiro Hodoshima