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Omori, Yasuhiro
266  Ergebnisse:
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1

Stochastic Volatility Model with Generalized Hyperbolic Ske..:

, In: Stochastic Volatility and Realized Stochastic Volatility Models; SpringerBriefs in Statistics,
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - p. 57-77 , 2023
Link: https://doi.org/10.1007/..
 
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2

A Multivariate Randomized Response Model for Sensitive Bina..:

Chu, Amanda M.Y. ; Omori, Yasuhiro ; So, Hing-yu.
Econometrics and Statistics.  27 (2023)  - p. 16-35 , 2023
Link: https://doi.org/10.1016/..
 
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3

Asymmetric Stochastic Volatility Model:

, In: Stochastic Volatility and Realized Stochastic Volatility Models; SpringerBriefs in Statistics,
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - p. 31-55 , 2023
Link: https://doi.org/10.1007/..
 
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4

Realized Stochastic Volatility Model:

, In: Stochastic Volatility and Realized Stochastic Volatility Models; SpringerBriefs in Statistics,
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - p. 79-113 , 2023
Link: https://doi.org/10.1007/..
 
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5

Introduction:

, In: Stochastic Volatility and Realized Stochastic Volatility Models; SpringerBriefs in Statistics,
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - p. 1-6 , 2023
Link: https://doi.org/10.1007/..
 
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6

Stochastic Volatility and Realized Stochastic Volatility Mo.. 

JSS Research Series in Statistics
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - 1st ed. 2023 . , 2023
Link: https://doi.org/10.1007/..
 
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7

Stochastic Volatility Model:

, In: Stochastic Volatility and Realized Stochastic Volatility Models; SpringerBriefs in Statistics,
Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki - p. 7-30 , 2023
Link: https://doi.org/10.1007/..
 
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8

Dynamic factor, leverage and realized covariances in multiv..:

Yamauchi, Yuta ; Omori, Yasuhiro
Econometric Reviews.  42 (2023)  6 - p. 513-539 , 2023
Link: https://doi.org/10.1080/..
 
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9

Particle rolling MCMC with double-block sampling:

Awaya, Naoki ; Omori, Yasuhiro
Japanese Journal of Statistics and Data Science.  6 (2022)  1 - p. 305-335 , 2022
Link: https://doi.org/10.1007/..
 
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10

Forecasting Daily Volatility of Stock Price Index Using Dai..:

Takahashi, Makoto ; Watanabe, Toshiaki ; Omori, Yasuhiro
Econometrics and Statistics.  , 2021
Link: https://doi.org/10.1016/..
 
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11

Multiple-block dynamic equicorrelations with realized measu..:

Kurose, Yuta ; Omori, Yasuhiro
Econometrics and Statistics.  13 (2020)  - p. 46-68 , 2020
Link: https://doi.org/10.1016/..
 
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12

Enhanced Rh-anchoring on the composite metal phosphate Y0.3..:

Puspito Buwono, Haris ; Omori, Yasuhiro ; Shioya, Naoki...
Catalysis Science & Technology.  9 (2019)  19 - p. 5447-5455 , 2019
Link: https://doi.org/10.1039/..
 
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13

Multivariate Stochastic Volatility Model With Realized Vola..:

Yamauchi, Yuta ; Omori, Yasuhiro
Journal of Business & Economic Statistics.  38 (2019)  4 - p. 839-855 , 2019
Link: https://doi.org/10.1080/..
 
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14

Cholesky realized stochastic volatility model:

Shirota, Shinichiro ; Omori, Yasuhiro ; F. Lopes, Hedibert..
Econometrics and Statistics.  3 (2017)  - p. 34-59 , 2017
Link: https://doi.org/10.1016/..
 
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15

Special issue on Bayesian methods in statistics and econome..:

Choi, Taeryon ; Omori, Yasuhiro ; Smith, Michael.
Econometrics and Statistics.  3 (2017)  - p. 1-2 , 2017
Link: https://doi.org/10.1016/..
 
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