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TANIZAKI HISASHI  谷崎 久志

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… Alternative Names

Tanizaki Hisashi  谷崎 久志

TANIZAKI Hisashi  谷崎 久志

谷崎 久志  タニザキ ヒサシ

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Researcher Number 60248101
Other IDs
External Links
Affiliation (Current) 2022: 大阪大学, 大学院経済学研究科, 教授
Affiliation (based on the past Project Information) *help 2017 – 2022: 大阪大学, 経済学研究科, 教授
2012 – 2015: 大阪大学, 経済学研究科(研究院), 教授
2011: 大阪大学, 経済学研究科, 教授
2008 – 2010: 神戸大学, 経済学研究科(研究院), 教授
2008 – 2009: Kobe University, 大学院・経済学研究科, 教授 … More
2003 – 2009: 神戸大学, 経済学研究科, 教授
2003 – 2005: 神戸大学, 大学院・経済学研究科, 助教授
2004: 神戸大学, 大学院・経済学研究所, 教授
2000 – 2002: 神戸大学, 経済学研究科, 助教授
1996: 神戸大, 経済学部, 助教授 Less
Review Section/Research Field
Principal Investigator
Economic statistics / Economic statistics / Basic Section 07030:Economic statistics-related
Except Principal Investigator
Economic statistics / Statistical science
Keywords
Principal Investigator
状態空間モデル / 非線形 / 非正規 / モンテ・カルロ / ブートストラップ / ボラティリティ / 並べ替え検定 / ブートストラップ法 / バイアス是正 / ビットコイン … More / SVモデル / フィルタリング / スムージング / 乱数生成 / 棄却法 / リサンプリング法 / MCMC / シミュレーション / 非線形フィルタ / ノンパラメトリック推定 / ガンマ乱数 / シミュレ-ション / ブ-トストラップ / 株価の変動 / コンピュータ・インテンシブ / 時系列分析 / 構造変化 / 経験尤度 / カーネル推定 / マルコフ・スイッチング・モデル / 確率的変動モデル / 乱数 / モンテ・カルロ法 / MHアルゴリズム / sampling密度関数 / target密度関数 / ノンパラメトリック検定 / 平均の差の検定 / 回帰係数 / 信頼区間 / Empirical Likelihood / Permutation Test / Bias Correction / Monte Carlo / 株価変動 / 実現ボラティリティ / プライス・クラスタリング / 非線形状態空間モデル / Stochastic Volatility / Bitcoin / Day-of-the-Week Effect / Stock Market / AIDS / 消費者トラブル / 消費者意識基本調査 / 家計行動 / AI需要システム / 計量経済学 / GARCHモデル / ノンパラメトリック・モデル … More
Except Principal Investigator
漸近理論 / セミパラメトリック法 / 経済統計学 / モーメント条件 / セミパラメトリック推定 / Bootstrap / ノンパラメトリック / セミパラメトリック / 長記憶 / マイクロストラクチャノイズ / Cressie-Read power divergence / マイクロストラクチャーノイズ / Cressie-Read Power Divergence / ノンパラメトリック法 / モ-メント条件 / 統計数学 / 経済統計 / 統計数理 / ノンセミパラメトリック推定 / 二次漸近効率 / ノンセミパラメトリック局外数 / ベイズ分析 / アクチュアリー / ファイナンス / リスク分析 / 潜在変数モデル / 時空間モデル / ベイズ推定 / 階層モデル / マルコフ連鎖モンテカルロ / モデル選択 / パネルデータ分析 / 状態空間モデル / マルコフ連鎖モンテカルロ法 / マーケッティング・モデル / ダイナック・ファクター・モデル / 多変量GARCHモデル / 隠れマルコフモデル / latent variable model / spatio-temporal model / Bayes estimation / hierarchical model / Markov chain Monte Carlo Method / model selection / panel data analysis / state space model / EL法 / ブーストラップ法 / Empirical likelihood / First order asymptotics / GMM / Heterogeneity test / Higher order asymptotics / Semiparametric estimation / Semiparametric Paradox / 経験尤度関数 / シュミレーション / 時系列解析 / 因果性 / ジャンプ付拡散過程 / シミュレーション / Semiparametric methods / EL estimation / Moment conditions Less
  • Research Projects

    (11 results)
  • Research Products

    (125 results)
  • Co-Researchers

    (22 People)
  •  株価・金利・為替・ビットコインの変動要因の推定・検定に関する研究Principal Investigator

    • Principal Investigator
      谷崎 久志
    • Project Period (FY)
      2022 – 2026
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Osaka University
  •  On estimation of state space model without specifying transition equation: taking an example of stock return volatilityPrincipal Investigator

    • Principal Investigator
      Tanizaki Hisashi
    • Project Period (FY)
      2017 – 2021
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Osaka University
  •  Computer-Intensive Statistical Methods and their Applications in EconometricsPrincipal Investigator

    • Principal Investigator
      Tanizaki Hisashi
    • Project Period (FY)
      2011 – 2015
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Osaka University
  •  Bayesian modeling for actuary and finance

    • Principal Investigator
      NAKATSUMA Teruo (NAKATUMA Teruo)
    • Project Period (FY)
      2008 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Keio University
  •  Semiparametric Econometrics based on moment conditions-theory and applications

    • Principal Investigator
      NISHIYAMA Yoshihiko (YOSHIHIKO Nishiyama)
    • Project Period (FY)
      2006 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Kyoto University
  •  Computer-Intensive Econometric Methods and their Empirical StudiesPrincipal Investigator

    • Principal Investigator
      TANIZAKI Hisashi
    • Project Period (FY)
      2006 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kobe University
  •  Statistical Analysis of Structure using Latent Variable Model

    • Principal Investigator
      WAGO Hajime
    • Project Period (FY)
      2003 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Statistical science
    • Research Institution
      Nagoya University
  •  Statistical inferences by semiparametric empirical likelihood methods

    • Principal Investigator
      NISHIYAMA Yoshihiko
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Kyoto University
  •  On Computer-Intensive Estimation and Testing Procedures in EconometricsPrincipal Investigator

    • Principal Investigator
      TANIZAKI Hisashi
    • Project Period (FY)
      2002 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kobe University
  •  非線形性・非正規性のもとでの状態空間モデルの推定問題についてPrincipal Investigator

    • Principal Investigator
      谷崎 久志
    • Project Period (FY)
      2000 – 2001
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      Economic statistics
    • Research Institution
      Kobe University
  •  非線形性・非正規性のもとでのフィルタリング・アルゴリズムの導出についてPrincipal Investigator

    • Principal Investigator
      谷崎 久志
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      Economic statistics
    • Research Institution
      Kobe University

All 2022 2021 2020 2019 2018 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 Other

All Journal Article Presentation Book

  • [Book] 統計学2021

    • Author(s)
      溝渕 健一、谷崎 久志
    • Total Pages
      266
    • Publisher
      ミネルヴァ書房
    • ISBN
      9784623087969
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Book] The Power-Saving Behavior of Households: How Should We Encourage Power Saving?2018

    • Author(s)
      K. Mizobuchi and H. Tanizaki
    • Total Pages
      166
    • Publisher
      Nova Science Publishers Inc
    • ISBN
      9781536131734
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Book] 「経済時系列ハンドブック」(第1章1.13節「カルマンフィルター」執筆)2012

    • Author(s)
      谷崎久志
    • Publisher
      朝倉書店(印刷中)
    • Data Source
      KAKENHI-PROJECT-23243038
  • [Book] 『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎 編)1.13節「カルマンフィルター」2012

    • Author(s)
      谷崎久志
    • Total Pages
      14
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Book] "Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model, " in Handbook of Regional Economics2010

    • Author(s)
      K. Kakamu, H. Wago, H. Tanizaki, Tomas P. Nolin
    • Publisher
      Nova Science Publishers
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] Handbook of Regional Economics2010

    • Author(s)
      K.Kakamu, H.Wago, H.Tanizaki
    • Publisher
      Nova Science Publishers, Inc.(近刊)
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Book] Nova Science Publishers, Inc.2008

    • Author(s)
      S.Hamori and H.Tanizaki
    • Publisher
      Structural VAR Approach to the Sourcesof Exchange Rate Fluctuations in Sub-Saharan African Countries Economics of Developing Countries (T.N. Caldeira, Eds.), hap.1
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries2008

    • Author(s)
      S. Hamori, H. Tanizaki
    • Publisher
      Nova Science Publishers, Inc
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Book] StructuralVAR approach to the sources ofexchange rate fluctuations insub-Saharan African countries, Economics of Developing Countries2008

    • Author(s)
      Shigeyuki Hamori and Hisashi Tanizaki, T.N. Calderia eds.
    • Publisher
      Nova Science Publishers
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Book] Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries(.Economics of Developing Countries(T. N. Caldeira, Eds.))2008

    • Author(s)
      S. Hamori, H. Tanizaki
    • Publisher
      Nova Science Publishers, Inc
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Book] "Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries, " in Economics of Developing Countries2008

    • Author(s)
      S. Hamori, H. Tanizaki, Tomas P. Nolin
    • Publisher
      Nova Science Publishers
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] “Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries, " in Economics of Developing Countries (T. N. Caldeira Eds. )2008

    • Author(s)
      Hamori, S., H. Tanizaki
    • Publisher
      Nova Science Publishers
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Book] Economics of Developing Countries (T.N. Calderia eds.)("Structural VAR approach to the sources of exchange rate fluctuations in sub-Saharan African countries")2008

    • Author(s)
      Shigeyuki Hamori, Hisashi Tanizaki
    • Publisher
      Nova Science Publishers
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Book] 状態空間モデル, 計量経済学ハンドブック(箕谷千凰彦,縄田和満)2007

    • Author(s)
      谷崎久志
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] 「状態空間モデル」『計量経済学ハンドブック』2007

    • Author(s)
      谷崎久志, 箕谷千凰彦,縄田和満,和合肇(編)
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] Computational Methods in Statistics and Econometrics (STATISTICS : textbooks and monographs, Vol.172)2004

    • Author(s)
      Tanizaki, H.
    • Total Pages
      512
    • Publisher
      Mercel Dekker
    • Data Source
      KAKENHI-PROJECT-15200022
  • [Book] Computational Methods in Statistics and Econometrics (STATISTICS : textbooks and monographs, Vol.172)2004

    • Author(s)
      H.Tanizaki
    • Total Pages
      494
    • Publisher
      Mercel Dekker
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Book] in Regional Economics, Nova Science Publishers, Inc.

    • Author(s)
      K. Kakamu, H. Wago and H. Tanizaki
    • Publisher
      Estimation of Regional Business Cycle in Japan using Bayesian PanelSpatial Autoregressive Probit Model(近刊)
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Book] Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model in Handbook of Regional Economics (Tomas P. Nolin, Eds.)

    • Author(s)
      K. Kakamu, H. Wago, H. Tanizaki
    • Publisher
      Nova Science Publishers, Inc.
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Book] "Disturbance Terms, " in Encyclopedia of Research Design

    • Author(s)
      H. Tanizaki, N. J. Salkind
    • Publisher
      SAGE Publications, Inc
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Intraday patterns of price clustering in Bitcoin2022

    • Author(s)
      Ma Donglian、Tanizaki Hisashi
    • Journal Title

      Financial Innovation

      Volume: 8 Pages: 1-25

    • DOI

      10.1186/s40854-021-00307-4

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] 大学生のキャッシュレス決済に関する計量分析2021

    • Author(s)
      渡辺千夏良,谷崎久志
    • Journal Title

      消費者庁・国際消費者政策研究センター,リサーチ・ディスカッション・ペーパー(Research Discussion Paper)

      Volume: No.1 Pages: 1-41

    • Open Access
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] Fat-tailed stochastic volatility model and the stock market returns in China2021

    • Author(s)
      Ma Donglian、Tanizaki Hisashi
    • Journal Title

      China Finance Review International

      Volume: 11 Pages: 170-184

    • DOI

      10.1108/cfri-03-2018-0028

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] Nonlinear Smoother with Markov Chain Monte Carlo2020

    • Author(s)
      Hisashi Tanizaki
    • Journal Title

      書籍『Nonlinear Filters』(オーム社,S. Suigmoto, M. Murata and K. Ohnishi編),第9章

      Volume: 1 Pages: 347-379

    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] 障がい者の消費行動と消費者事故・消費者トラブルに関する計量分析2020

    • Author(s)
      谷崎久志・渡辺千夏良
    • Journal Title

      消費者行政新未来創造オフィス,消費者行政新未来創造ディスカッション・ペーパー・シリーズ

      Volume: No.3 Pages: 1-41

    • Open Access
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] On the day-of-the-week effects of Bitcoin markets: international evidence2019

    • Author(s)
      D. Ma and H. Tanizaki
    • Journal Title

      China Finance Review International

      Volume: 9 Pages: 455-478

    • DOI

      10.1108/cfri-12-2018-0158

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] 「物価モニター調査」を利用したインフレ予想の要因分析2019

    • Author(s)
      粟屋拓馬・谷崎久志
    • Journal Title

      消費者行政新未来創造オフィス,消費者行政新未来創造ディスカッション・ペーパー・シリーズ

      Volume: 0002 Pages: 1-32

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] The day-of-the-week effect on Bitcoin return and volatility2019

    • Author(s)
      D. Ma and H. Tanizaki
    • Journal Title

      Research in International Business and Finance

      Volume: 49 Pages: 129-136

    • DOI

      10.1016/j.ribaf.2019.02.003

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] 消費者事故・トラブルに関する統計分析:「消費者意識基本調査」調査票データを用いて2018

    • Author(s)
      吉川純平,谷崎久志
    • Journal Title

      消費者行政新未来創造オフィス,消費者行政新未来創造ディスカッション・ペーパー・シリーズ

      Volume: No.001 Pages: 1-18

    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Journal Article] 東日本大震災が大阪市の住宅価格に与えた影響について: 中古マンション価格を例にとって2015

    • Author(s)
      保元大輔・谷崎久志
    • Journal Title

      大阪大学経済学

      Volume: 65 Pages: 39-55

    • NAID

      120005764146

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] On Estimation of Almost Ideal Demand System Using Moving Blocks Bootstrap and Pairs Bootstrap Methods2014

    • Author(s)
      K. Mizobuchi and H. Tanizaki
    • Journal Title

      Empirical Economics

      Volume: 47 Pages: 1221-1250

    • DOI

      10.1007/s00181-013-0782-6

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] 書評『非線形カルマンフィルタ』(片山著,朝倉書店,2011年発行)2013

    • Author(s)
      谷崎久志
    • Journal Title

      『日本統計学会誌』

      Volume: 第43巻 シリーズJ 第2号 Pages: 305-306

    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] 日本における株価,外国為替レート,金利のボラティリティの相互作用に関する分析2012

    • Author(s)
      谷崎久志
    • Journal Title

      経済学論究

      Volume: 66巻 Pages: 29-46

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] 「日本における株価,外国為替レート,金利のボラティリティの相互作用に関する分析」2012

    • Author(s)
      谷崎久志
    • Journal Title

      『経済学論究』

      Volume: 第66巻第1号 Pages: 29-44

    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] 日本における株価,為替レート,金利のボラティリティの相互作用に関する分析2012

    • Author(s)
      谷崎久志
    • Journal Title

      経済学論究

      Volume: 66(印刷中)

    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] 「カルマンフィルター」2012

    • Author(s)
      谷崎久志
    • Journal Title

      『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎 編,朝倉書店)

      Volume: 1章13節 Pages: 190-203

    • Data Source
      KAKENHI-PROJECT-23243038
  • [Journal Article] 株価、為替、金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 201

      Pages: 15-28

    • NAID

      110007528438

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] 株価,為替,金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 201

      Pages: 15-28

    • NAID

      110007528438

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      H. Tanizaki, A. Namba
    • Journal Title

      Kobe University Economic Review Vol.55

      Pages: 35-51

    • NAID

      120002023155

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌

      Volume: 第201巻第3号 Pages: 15-28

    • NAID

      110007528438

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Disturbance Terms2010

    • Author(s)
      H.Tanizaki
    • Journal Title

      Encyclopedia of Research Design(N.J.Salkind, Eds.), SAGE Publications, Inc.

      Pages: 381-383

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      H. Tanizaki, A. Namba
    • Journal Title

      Kobe University Economic Review Vol.55

      Pages: 35-51

    • NAID

      120002023155

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第201巻,第3号

      Pages: 15-28

    • NAID

      110007528438

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model2010

    • Author(s)
      K.Kakamu, H.Wago, H.Tanizaki
    • Journal Title

      Handbook of Regional Economics(Tomas P.Nolin, Eds.), Chap22, Nova Science Publishers, Inc.

      Pages: 555-571

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      H.Tanizaki, A.Namba
    • Journal Title

      Kobe University Economic Review 55

      Pages: 35-51

    • NAID

      120002023155

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      H.Tanizaki, A.Namba
    • Journal Title

      Kobe University Economic Review 55

      Pages: 35-51

    • NAID

      120002023155

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      H.Tanizaki, A.Namba
    • Journal Title

      Kobe University Economic Review

      Volume: Vol.55 Pages: 35-51

    • NAID

      120002023155

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010

    • Author(s)
      谷崎久志
    • Journal Title

      Kobe University Economic Review 55

      Pages: 35-51

    • NAID

      120002023155

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 201(近刊(掲載確定))

    • NAID

      110007528438

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Volatility Transmission between Japan, UK and USA in Daily stock Returns2009

    • Author(s)
      H. Tanizaki, S. Hamori
    • Journal Title

      Empirical Economics Vol. 36, No. 1

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Volatility transmission betweenJapan, UK and USA in daily stockreturns2009

    • Author(s)
      Hisashi Tanizaki and Shigeyuki Hamori
    • Journal Title

      Empirical Economics

      Volume: 36 Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Volatility transmission between Japan, UK and USA in daily stock returns2009

    • Author(s)
      Hisashi Tanizaki, Shigeyuki Hamori
    • Journal Title

      Empirical Economics 36

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2009

    • Author(s)
      Hamori, S., H. Tanizaki
    • Journal Title

      Empirical Economics 36

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2009

    • Author(s)
      H. Tanizaki, S. Hamori
    • Journal Title

      Empirical Economics Vol.36,No.1

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] ガンマ乱数生成のアルゴリズムについそ2009

    • Author(s)
      谷崎久志
    • Journal Title

      日本統計学会会報 139

      Pages: 12-14

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Volatility Transmission between Japan, UK and USA in Daily stock Returns2009

    • Author(s)
      H. Tanizaki, S. Hamori
    • Journal Title

      Empirical Economics Volume 36, Number 1

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] Volatility Transmission between Japan,UK and USA in Daily Stock Returns2009

    • Author(s)
      H.Tanizaki and S.Hamori
    • Journal Title

      Empirical Economics Vol.36, No.1,

      Pages: 27-54

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] A Simple Gamma Random Number Generator forArbitrary Shape Parameters2008

    • Author(s)
      H.Tanizaki
    • Journal Title

      Economics Bulletin Vol.3, No.7,

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008

    • Author(s)
      H. Tanizaki
    • Journal Title

      Economics Bulletin Vol.3,No.7

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] Structural VAB Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries2008

    • Author(s)
      S. Hamori, H. Tanizaki
    • Journal Title

      Economics of Developing Countries (T. N. Caldeira, Eds. ), Nova Science Publishers, Inc.

      Pages: 1-17

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008

    • Author(s)
      H. Tanizaki
    • Journal Title

      Economics Bulletin Volume 3, Number 7

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] カンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 197

      Pages: 17-30

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] ガンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第197巻, 第4号

      Pages: 17-30

    • NAID

      110006622342

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] ガンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 197-4

      Pages: 17-30

    • NAID

      110006622342

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] ガンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第197巻,第4号

      Pages: 17-30

    • NAID

      110006622342

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008

    • Author(s)
      H. Tanizaki
    • Journal Title

      Economics Bulletin Vo1.3, No.7

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008

    • Author(s)
      H. Tanizaki
    • Journal Title

      Economics Bulletin 3-7

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] ガンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第197,第4号

      Pages: 17-30

    • NAID

      110006622342

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] ガンマ乱数の生成方法について2008

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 197

      Pages: 17-30

    • NAID

      110006622342

    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Sh ape Parameters2008

    • Author(s)
      Tanizaki, H.
    • Journal Title

      Economics Bulletin 3

      Pages: 1-10

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2008

    • Author(s)
      H. Tanizaki and S. Hamori
    • Journal Title

      Empirical Economics (近刊)

    • NAID

      120001075376

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008

    • Author(s)
      H. Tanizaki
    • Journal Title

      Economics Bulletin Vol. 3, No. 7

      Pages: 1-10

    • NAID

      120000943227

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007

    • Author(s)
      溝渕健一・谷崎久志
    • Journal Title

      日本統計学会誌 36

      Pages: 161-178

    • NAID

      110006418656

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Small Sample Properties of Permutation Tests : A Significance Test for Regression Models2007

    • Author(s)
      H.Tanizaki
    • Journal Title

      Kobe University Economic Review Vol. 52

      Pages: 27-40

    • NAID

      120000946283

    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] On Small Sample Properties of Permutation Tests : ASignificance Test for Regression Models2007

    • Author(s)
      H.Tanizaki
    • Journal Title

      Kobe University Economic Review Vol.52

      Pages: 27-40

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] 状態空間モデル2007

    • Author(s)
      谷崎久志
    • Journal Title

      『計量経済学ハンドブック』(箕谷・縄田・和合編), 20章,(朝倉書店)

      Pages: 621-642

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007

    • Author(s)
      溝渕健一・谷崎久志
    • Journal Title

      日本統計学会誌 第37巻,シリーズJ,第1号

      Pages: 161-178

    • NAID

      110006418656

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007

    • Author(s)
      溝渕健一・谷崎久志
    • Journal Title

      日本統計学会誌 37

      Pages: 161-178

    • NAID

      110006418656

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] AI 需要システムによる弾力性の推定について : ブ-トストラップ法の応用2007

    • Author(s)
      溝渕健一・谷崎久志
    • Journal Title

      日本統計学会誌 第37巻, シリ-ズJ, 第1号

      Pages: 161-178

    • NAID

      110006418656

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Small Sample Properties of Permutation Tests: A Significance Test for Regression Models2007

    • Author(s)
      H. Tanizaki
    • Journal Title

      Kobe University Economic Review Vol.52

      Pages: 27-40

    • NAID

      120000946283

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] AI 需要システムによる弾力性の推定について : ブートストラップ法の応用2007

    • Author(s)
      溝渕健一, 谷崎久志
    • Journal Title

      日本統計学会誌,シリーズJ (近刊)

    • NAID

      110006418656

    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] On Small Sample Properties of Permutation Tests: A Significance Test for Regression Models2007

    • Author(s)
      H. Tanizaki
    • Journal Title

      Kobe University Economic Review 52

      Pages: 27-40

    • NAID

      120000946283

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] An Empirical Analysis on the Business CycleTransmission between Japan and theUnited States2006

    • Author(s)
      S.Hamori, H.Tanizaki and Y.Matsubayashi
    • Journal Title

      The Eurasian Review of Economics and Finance Vol.2, No.2

      Pages: 1-8

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] 非線形・非正規状態空間モデルの推定について2006

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第193巻,第4号

      Pages: 37-52

    • NAID

      110004365778

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] 非線形・非正規状態空間モデルの推定について2006

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 第193巻, 第4号

      Pages: 37-52

    • NAID

      110004365778

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers Vol.47,No.1

      Pages: 109-124

    • NAID

      120000942759

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers 47-1

      Pages: 109-124

    • NAID

      120000942759

    • Data Source
      KAKENHI-PROJECT-15200022
  • [Journal Article] On Least-Squares Bias in the AR(p)Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers 47-1

      Pages: 109-124

    • NAID

      120000942759

    • Data Source
      KAKENHI-PROJECT-15200022
  • [Journal Article] On Least-Squares Bias in the AR(p) Models: Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H. Tanizaki, S. Hamori, Y.. Matsubayashi
    • Journal Title

      Statistical Papers Vol.47,No.1

      Pages: 109-124

    • NAID

      120000942759

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Small Sample Properties of Permutation Tests : A Significance Test for Regression Models2006

    • Author(s)
      H.Tanizaki
    • Journal Title

      Kobe University Economic Review Vol. 52

      Pages: 29-42

    • NAID

      120000946283

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers Vol.47, No.1

      Pages: 109-124

    • NAID

      120000942759

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : BiasCorrection Using the BootstrapMethods2006

    • Author(s)
      H.Tanizaki, S.Hamori and Y.Matsubayashi
    • Journal Title

      Statistical Papers Vol.47, No.1

      Pages: 109-124

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] n Empirical Analysis on the Business Cycle Transmission between Japan and the United States2006

    • Author(s)
      S. Hamori, H. Tanizaki, Y. Matsubayashi
    • Journal Title

      The Eurasian Review of Economics and Finance Vol.2,No.2

      Pages: 1-8

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers Vol. 47, No. 1

      Pages: 109-124

    • NAID

      120000942759

    • Data Source
      KAKENHI-PROJECT-18203014
  • [Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006

    • Author(s)
      H.Tanizaki, S.Hamori, Y.Matsubayashi
    • Journal Title

      Statistical Papers Vol. 47, No.1

      Pages: 109-124

    • NAID

      120000942759

    • Data Source
      KAKENHI-PROJECT-18530158
  • [Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について:モンテカルロ実験による小標本特性2005

    • Author(s)
      谷崎 久志
    • Journal Title

      国民経済雑誌 第191巻,第1号

      Pages: 59-70

    • NAID

      110001044021

    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties through Monte Carlo Studies2005

    • Author(s)
      H.Tanizaki
    • Journal Title

      Kobe University Economic Review 50

      Pages: 13-25

    • NAID

      110004304526

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について:モンテカルロ実験による小標本特性2005

    • Author(s)
      谷崎久志
    • Journal Title

      国民経済雑誌 191-1

      Pages: 59-70

    • NAID

      110001044021

    • Data Source
      KAKENHI-PROJECT-15200022
  • [Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について : モンテカルロ実験による小標本特性2005

    • Author(s)
      谷崎 久志
    • Journal Title

      国民経済雑誌 第191巻,第1号

      Pages: 59-70

    • NAID

      110001044021

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] マルコフ・スイッチング・モデルによる我が国の地域経済別景気の転換点の推定2004

    • Author(s)
      奥村拓史, 谷崎久志
    • Journal Title

      国民経済雑誌 第190巻,第2号

      Pages: 45-59

    • NAID

      110000938998

    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Small Sample Properties of Permutation Tests : Independence Test between Two Samples2004

    • Author(s)
      H.Tanizaki
    • Journal Title

      International Journal of Pure and Applied Mathematics Vol.13, No.2

      Pages: 235-243

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties through Monte Carlo Studies2004

    • Author(s)
      H.Tanizaki
    • Journal Title

      Kobe University Economic Review Vol.50

      Pages: 13-25

    • NAID

      110004304526

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Asymmetry, Holiday and Day-of-the-Week Effects in Volatility of Daily Stock Returns : The Case of Japan2004

    • Author(s)
      H.Tanizaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.34, No.2

      Pages: 129-152

    • NAID

      110003161357

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Small Sample Properties of Permutation Tests : Independence Between Two Samples 1.2004

    • Author(s)
      Hisashi Tanizaki
    • Journal Title

      International Journal of Pure and Applied Mathematics 13-2

      Pages: 235-243

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] On Asymmetry, Holiday and Day-of-the-Week Effects in Volatility of Daily Stock Returns : The Case of Japan2004

    • Author(s)
      H.Tanizaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.34,No.2

      Pages: 129-152

    • NAID

      110003161357

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties Through Monte Carlo Studies.2004

    • Author(s)
      Hisashi Tanizaki
    • Journal Title

      Kobe University Economic Review 50

      Pages: 13-25

    • NAID

      110004304526

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] Exact Distributions of R^2 and Adjusted R^2 in a Linear Regression Model with Multivariate tError Terms2004

    • Author(s)
      K.Ohtani, H.Tanizaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.34,No.1

      Pages: 101-109

    • NAID

      110003144475

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Small Sample Properties of Permutation Tests : Independence Between Two Samples 1.2004

    • Author(s)
      Hisashi Tanizaki
    • Journal Title

      International Journal of Pure and Applied Mathematics 13,2

      Pages: 235-243

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] 「研究成果報告書概要(欧文)」より2004

    • Author(s)
      H.Tanizaki
    • Journal Title

      Computational Methods in Statistics and Econometrics (STATISTICS : texthooks and monographs), Mercel Dekker Vol.172

    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Exact Distributions of R2 and Adjusted R2 in a Linear Regression Model with Multivariate t Error Terms2004

    • Author(s)
      K.Ohtani, H.Tanizaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.34, No.1

      Pages: 101-109

    • NAID

      110003144475

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Small Sample Properties of Permutation Tests : Independence Test between Two Samples2004

    • Author(s)
      Tanizaki, H.
    • Journal Title

      International Journal of Pure and Applied Mathematics 13

      Pages: 235-243

    • Data Source
      KAKENHI-PROJECT-15200022
  • [Journal Article] Exact Distributions of R^2 and Adjusted R^2 in a Linear Regression Model with Multivariate t Error Terms2004

    • Author(s)
      K.Ohtani, H.Tanizaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.34, No.1

      Pages: 101-109

    • NAID

      110003144475

    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Note on the Sampling Density for the Metropolis-Hastings Algorithm2003

    • Author(s)
      J.Geweke, H.Tanizaki
    • Journal Title

      Communications in Statistics, Theory and Methods Vol.34,No.4

      Pages: 775-789

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Note on the Sampling Density for the Metropolis-Hastings Algorithm2003

    • Author(s)
      J.Geweke, H.Tanizaki
    • Journal Title

      Communications in Statistics, Theory and Methods Vol.32, No.4

      Pages: 775-789

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Techniques : A Survey and Comparative Study2003

    • Author(s)
      H.Tanizaki
    • Journal Title

      Handbook of Statistics, Stochastic Processes : Modeling and Simulation, Chap. 22, (C.P.Rao and D N Shanbhag, Eds.), North-Holland Vol.21

      Pages: 871-929

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] On Regression Models with Autocorrelated Error : Small Sample Properties2003

    • Author(s)
      H.Tanizaki
    • Journal Title

      International Journal of Pure and Applied Mathematics Vol.5, No.2

      Pages: 161-175

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Journal Article] An Empirical Analysis on the Business Cycle Transmission between Japan and the United States

    • Author(s)
      S.Hamori, H.Tanizaki, Y Matsubayashi
    • Journal Title

      The Eurasian Review of Economics and Finance (forthcoming)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14530033
  • [Presentation] The day-of-the-week effect on Bitcoin return and volatility2019

    • Author(s)
      D. Ma, H. Tanizaki
    • Organizer
      The 15th International Symposium on Econometric Theory and Applications (SETA2019)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Presentation] Reconsidering the volatility of gold: Is gold a hedge or a safe haven?2019

    • Author(s)
      Z. Lu, H. Tanizaki
    • Organizer
      The 15th International Symposium on Econometric Theory and Applications (SETA2019)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K03657
  • [Presentation] Volatility Models2015

    • Author(s)
      谷崎 久志
    • Organizer
      計量経済学セミナー
    • Place of Presentation
      京都大学
    • Year and Date
      2015-02-13
    • Invited
    • Data Source
      KAKENHI-PROJECT-23243038
  • [Presentation] On Estimation of the AIDS Model using Bootstrap Method2011

    • Author(s)
      谷崎久志
    • Organizer
      Summer Workshop on Economic Theory
    • Place of Presentation
      小樽商科大学
    • Year and Date
      2011-08-10
    • Data Source
      KAKENHI-PROJECT-20243017
  • [Presentation] On Estimation of the AIDS Model using Bootstrap Method2011

    • Author(s)
      谷崎久志
    • Organizer
      Summer Workshop on Economic Theory 2011
    • Place of Presentation
      小樽商科大学(北海道小樽市)(招待講演)
    • Year and Date
      2011-08-10
    • Data Source
      KAKENHI-PROJECT-23243038
  • [Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors"2007

    • Author(s)
      報告者は谷崎久志, 特別セッション
    • Organizer
      日本経済学会・春季大会
    • Place of Presentation
      大阪学院大学(Invited Speaker)
    • Year and Date
      2007-06-03
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors2007

    • Author(s)
      谷崎 久志
    • Organizer
      日本経済学会
    • Place of Presentation
      大阪学院大学
    • Year and Date
      2007-06-03
    • Data Source
      KAKENHI-PROJECT-18530158
  • [Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors2007

    • Author(s)
      谷崎久志
    • Organizer
      日本経済学会・春季大会
    • Place of Presentation
      大阪学院大学
    • Year and Date
      2007-06-03
    • Data Source
      KAKENHI-PROJECT-18530158
  • 1.  NISHIYAMA Yoshihiko (30283378)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  HITOMI Kotaro (00283680)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  TANIGUCHI Masanobu (00116625)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  ICHIMURA Hidehiko (50401196)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  OYA Kosuke (20233281)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  YAJIMA Yoshihiro (70134814)
    # of Collaborated Projects: 1 results
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  • 7.  NAGAI Keiji (50311866)
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  • 8.  NAKATSUMA Teruo (90303049)
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  • 9.  SUGITA Katsuhiro (50377058)
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  • 10.  KOGURE Atsuyuki (80178251)
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    # of Collaborated Products: 0 results
  • 11.  ASAI Manabu (90319484)
    # of Collaborated Projects: 1 results
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  • 12.  FUKUSHIGE Mototsugu (10208936)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  KUROZUMI Eiji (00332643)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  KAWASAKI Yoshinori (70249910)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  NAMBA Akio (60324901)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  WAGO Hajime (00091934)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  SHIGEMASU Kazuo (90091701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  TERUI Nobuhiko (50207495)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  OMORI Yoshiro (60251188)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  KOZUMI Hideo (10261273)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  WATANABE Toshiaki (90254135)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  MORIMUNE Kimio (20109078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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