E-LIB Suche - Ergebnisse für: Omori, Yasuhiro

1

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/..

2

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/..

3

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/..

4

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/..

5

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/..

6

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/..

7

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/..

8

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/..

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/..

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/..

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/..

12

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/..

13

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/..

14

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/..

15

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/..