NAKATSUMA Teruo 中妻照雄

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NAKATUMA Teruo 中妻照雄

中妻照雄ナカツマテルオ

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Researcher Number	90303049
Other IDs
Affiliation (Current)	2025: 慶應義塾大学, 経済学部(三田), 教授
Affiliation (based on the past Project Information) *help	2016 – 2025: 慶應義塾大学, 経済学部(三田), 教授 2010 – 2012: Keio University, 経済学部, 教授 2008 – 2009: Keio University, 経済学部, 准教授 2001 – 2002: 慶應義塾大学, 経済学部, 専任講師
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Economic statistics Except Principal Investigator Medium-sized Section 8:Sociology and related fields
Keywords	Principal Investigator マルコフ連鎖モンテカルロ法 / ベイズ統計学 / 金融高頻度データ / ボラティリティ / 継続時間モデル / 指値注文 / 高頻度データ分析 / 計量ファイナンス / 粒子フィルター / モデル選択 … More / ベイズ推定 / 板情報 / 日中季節性 / 取引間隔 / リスク分析 / ファイナンス / アクチュアリー / ベイズ分析 / 経済統計学 / マルコフ分布混合モデル / 市場リスク / ポートフォリオ … More Except Principal Investigator 観光ルート / 持続可能性 / 観光経済 / 人流測定 / 人流の可視化 / 最適観光ルート / 観光ファイナンス / シミュレーション分析 / 機械学習 / 観光経済・ファイナンス / マルチエージェントシミュレーション / 観光地の魅力度 / 選択意思決定法 / 人流の予測 / 価値評価 / AI / データサイエンス / 観光ファイナンス・観光経済 / 観光科学 Less

暗号資産の価格変動のモデル化とポートフォリオ最適化およびリスク管理への応用Principal Investigator
- Principal Investigator
  
  中妻照雄
- Project Period (FY)
  2025 – 2029
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Keio University
Development of Mathematical System Infrastructure for Tourism Science and Demonstration of Its Effectiveness
- Principal Investigator
  
  津田博史
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 8:Sociology and related fields
- Research Institution
  Doshisha University
Bayesian Time Series Analysis of Limit Order Processes in Financial MarketsPrincipal Investigator
- Principal Investigator
  
  Nakatsuma Teruo
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Keio University
Study on high-frequency price-discovery processes of financial assets in data-driven approachPrincipal Investigator
- Principal Investigator
  
  NAKATSUMA Teruo
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University
Bayesian modeling for actuary and financePrincipal Investigator
- 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
MCMC法による多変量ボラティリティ変動モデルの推定と市場リスクの評価への応用Principal Investigator
- Principal Investigator
  
  中妻照雄
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University

All 2023 2022 2021 2020 2019 2018 2017 2016 2013 2012 2011 2010 2009 Other

All Journal Article Presentation Book

[Book] Pythonによる計量経済学入門2020
- Author(s)
  中妻照雄
- Total Pages
  224
- Publisher
  朝倉書店
- ISBN
  9784254128994
- Data Source
  KAKENHI-PROJECT-19K01592
[Book] Pythonによるファイナンス入門2018
- Author(s)
  中妻照雄
- Total Pages
  176
- Publisher
  朝倉書店
- ISBN
  9784254128949
- Data Source
  KAKENHI-PROJECT-16K03602
[Book] 実践ベイズ統計学2013
- Author(s)
  中妻照雄
- Total Pages
  180
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）5.1節「ベイズ統計学の基礎」2012
- Author(s)
  中妻照雄
- Total Pages
  16
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）5.2節「MCMC法によるベイズ時系列分析」2012
- Author(s)
  中妻照雄
- Total Pages
  17
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 応用計量経済学ハンドブック(第13章「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」)(蓑谷千凰彦・牧厚志編)2010
- Author(s)
  中妻照雄
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 第13章「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」『応用計量経済学ハンドブック』2010
- Author(s)
  中妻照雄, 蓑谷千凰彦・牧厚志
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 応用計量経済学ハンドブック第13章(「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」)(蓑谷千凰彦・牧厚志編)2010
- Author(s)
  中妻照雄
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Hierarchical Bayesian analysis of racehorse running ability and jockey skills2023
- Author(s)
  Nakakita M.、Nakatsuma T.
- Journal Title
  
  International Journal of Computer Science in Sport
  
  Volume: 22 Issue: 2 Pages: 1-25
- DOI
  10.2478/ijcss-2023-0007
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K18819, KAKENHI-PROJECT-20H00088
[Journal Article] A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors2022
- Author(s)
  Oya Sakae、Nakatsuma Teruo
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: - Issue: 1 Pages: 149-164
- DOI
  10.1007/s42081-022-00147-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01592, KAKENHI-PROJECT-20H00088
[Journal Article] Stochastic conditional duration model with intraday seasonality and limit order book information2022
- Author(s)
  Tomoki, T., and Nakatsuma, T.
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 15 Issue: 10 Pages: 470-470
- DOI
  10.3390/jrfm15100470
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H00088
[Journal Article] Hierarchical Bayesian hedonic regression analysis of Japanese rice wine: Is the price right?2022
- Author(s)
  Saito, W., and Nakatsuma, T.
- Journal Title
  
  International Journal of Wine Business Research
  
  Volume: - Issue: 2 Pages: 256-277
- DOI
  10.1108/ijwbr-10-2021-0056
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20H00088
[Journal Article] Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors2021
- Author(s)
  Nakakita Makoto、Nakatsuma Teruo
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 14 Issue: 4 Pages: 145-145
- DOI
  10.3390/jrfm14040145
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K01592
[Journal Article] Volatility forecasts using stochastic volatility models with nonlinear leverage effects2019
- Author(s)
  McAlinn Kenichiro、Ushio Asahi、Nakatsuma Teruo
- Journal Title
  
  Journal of Forecasting
  
  Volume: 39 Issue: 2 Pages: 143-154
- DOI
  10.1002/for.2618
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01592
[Journal Article] Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-2018
- Author(s)
  T.Saito, T.Adachi, T.Nakatsuma, A.Takahashi, H.Tsuda and N.Yoshino
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 25 Issue: 3 Pages: 179-220
- DOI
  10.1007/s10690-018-9245-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K01248, KAKENHI-PROJECT-18K01551, KAKENHI-PROJECT-16K03602
[Journal Article] A Bayesian Model Averaging Approach for Portfolio Selection2009
- Author(s)
  Nakatsuma, Teruo
- Journal Title
  
  MTECジャーナル 21
  
  Pages: 3-41
- NAID
  40016950790
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] A Bayesian modelaveraging approach for portfolioselection2009
- Author(s)
  Teruo Nakatsuma
- Journal Title
  
  MTEC Journal
  
  Volume: 21 Pages: 3-41
- NAID
  40016950790
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] ペイズ統計学とファイナンスーBlack-Littermanアプローチを例として2009
- Author(s)
  中妻照雄
- Journal Title
  
  ジャァィージャーナル|金融工学と市場計量分析「ベイズ統計学とファイナンス」 8
  
  Pages: 1-62
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian Analysis of Intraday Stochastic Volatility Models with Skew Heavy-Tailed Error and Smoothing Spline Seasonality2018
- Author(s)
  Teruo Nakatsuma and Makoto Nakakita
- Organizer
  12th International Conference on Computational and Financial Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information2018
- Author(s)
  Tomoki Toyabe and Teruo Nakatsuma
- Organizer
  12th International Conference on Computational and Financial Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] A Graphical Multi-Factor Model of Massively-Many Asset Returns: Application to Long-Term Portfolio Management2018
- Author(s)
  Sakae Oya and Teruo Nakatsuma
- Organizer
  International Society for Bayesian Analysis (ISBA) World Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information2018
- Author(s)
  Tomoki Toyabe and Teruo Nakatsuma
- Organizer
  International Society for Bayesian Analysis (ISBA) World Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Bayesian Analysis of Intraday Stochastic Volatility Models with Leverage and Skew Heavy-Tailed Error in High-Frequency Commodity Market2017
- Author(s)
  Makoto Nakakita and Teruo Nakatsuma
- Organizer
  11th International Conference on Computational and Financial Econometric
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Bayesian Analysis of Intraday Stochastic Volatility Models with Leverage and Skew Heavy-Tailed Error in High-Frequency Commodity Market2017
- Author(s)
  中北誠・中妻照雄
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations2017
- Author(s)
  Tomoki Toyabe and Teruo Nakatsuma
- Organizer
  2nd ISBA-EAC Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Bayesian Modeling of Autocorrelation and Intraday Seasonality in Financial Durations2017
- Author(s)
  鳥谷部智規・中妻照雄
- Organizer
  関西計量経済学研究会
- Place of Presentation
  広島大学東千田キャンパス（広島県広島市）
- Year and Date
  2017-01-07
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Bayesian Analysis of Intraday Stochastic Volatility Models with Leverage and Skew Heavy-Tailed Error in High-Frequency Commodity Market2017
- Author(s)
  中北誠・中妻照雄
- Organizer
  関西計量経済学研究会
- Place of Presentation
  広島大学東千田キャンパス（広島県広島市）
- Year and Date
  2017-01-07
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations2016
- Author(s)
  Teruo Nakatsuma and Tomoki Yoyabe
- Organizer
  ISBA World Meeting 2016
- Place of Presentation
  カリャリ（イタリア）
- Year and Date
  2016-06-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] 金先物の取引時間間隔の日中季節性について ―階層ベイズモデルによる分析―2016
- Author(s)
  鳥谷部智規・中妻照雄
- Organizer
  統計関連連合大会
- Place of Presentation
  金沢大学角間キャンパス（石川県金沢市）
- Year and Date
  2016-09-05
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations2016
- Author(s)
  Teruo Nakatsuma and Tomoki Yoyabe
- Organizer
  10th International Conference on Computational and Financial Econometrics
- Place of Presentation
  セビーリャ（スペイン）
- Year and Date
  2016-12-09
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03602
[Presentation] GPGPU Parallel Computing for Bayesian Portfolio Selection with Massive Number of Assets2012
- Author(s)
  中妻照雄
- Organizer
  日本金融・証券計量・工学学会冬季大会
- Place of Presentation
  筑波大学東京キャンパス
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Parallel particlelearning for Bayesian state spacemodeling2012
- Author(s)
  Hiroaki Katsura, Kenichiro McAlinn,Teruo Nakatsuma
- Organizer
  CSDA InternationalConference on Computational Financeand Econometrics
- Place of Presentation
  オビエド(スペイン)
- Year and Date
  2012-12-03
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Spatial Interdependence of Fiscal Efficiency among Japanese Local Governments2012
- Author(s)
  中妻照雄
- Organizer
  研究集会「第13回ノンパラメトリック統計解析とベイズ統計」
- Place of Presentation
  慶應義塾大学三田キャンパス
- Year and Date
  2012-03-30
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian Risk Assessment with Threshold Mixture Extreme Value Models2011
- Author(s)
  Teruo Nakatsuma
- Organizer
  International Workshop on Applied Bayesian Statistics and Econometrics
- Place of Presentation
  京都私学会館, 京都市
- Year and Date
  2011-02-02
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian riskassessment with threshold mixtureextreme value models2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  CSDAInternational Conference onComputational Finance andEconometrics
- Place of Presentation
  ロンドン(イギリス)
- Year and Date
  2010-12-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A Markov Chain Monte Carlo Implementation of the Bayesian Methods of Moments for Linear Regression Models2010
- Author(s)
  Nakatsuma, Teruo
- Organizer
  International Workshop on Bayesian Econometrics and Statistics
- Place of Presentation
  東京大学山上会館
- Year and Date
  2010-02-04
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A Markov Chain Monte Carlo Implementation of the Bayesian Method of Moments for Linear Regression Models2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  The 9th Valencia Internatinal Meeting on Bayesian Statistics
- Place of Presentation
  ベニドルム, スペイン
- Year and Date
  2010-06-05
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian Risk Assessment with Threshold Mixture Extreme Value Models2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  International Conference on Computational Finance and Econometrics 2010
- Place of Presentation
  ロンドン大学
- Year and Date
  2010-12-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian Risk Assessment with Threshold Mixture Extreme Value Models2010
- Author(s)
  中妻照雄
- Organizer
  日本金融・証券計量・工学学会冬季大会
- Place of Presentation
  中央大学後楽園キャンパス
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A Fully Bayesian Implementation of the Black-Litterman Approach2010
- Author(s)
  中妻照雄
- Organizer
  日本金融・証券計量・工学学会夏季大会
- Place of Presentation
  成城大学
- Year and Date
  2010-07-31
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian risk assessment with threshold mixture extreme value models2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  International Conference on Computational Finance and Econometrics
- Place of Presentation
  ロンドン
- Year and Date
  2010-12-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A full Bayesian implementation of the Black-Litterman approach2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  The 9th Columbia-JAFEE International Conference
- Place of Presentation
  ニューヨーク
- Year and Date
  2010-03-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A full Bayesianimplementation of the Black-Littermanapproach2010
- Author(s)
  Teruo Nakatsuma
- Organizer
  The 9th Columbia-JAFEEInternational Conference
- Place of Presentation
  ニューヨーク(アメリカ)
- Year and Date
  2010-03-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] A Full Bayesian Implementation of the Black-Litterman Approach2010
- Author(s)
  Nakatsuma, Teruo
- Organizer
  The 9th Columbia-JAFEE International Conference
- Place of Presentation
  New York, USA
- Year and Date
  2010-03-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] 階層ベイズ・モデルによる資本コストの推定 : 主観確率に基づく企業価値評価の試み2009
- Author(s)
  中妻照雄
- Organizer
  研究集会「第11回ノンパラメトリック統計解析とその周辺」
- Place of Presentation
  慶應義塾大学三田キャンパス
- Year and Date
  2009-03-27
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian Estimation of the Cost of Capital with a Hierarchical Prior2009
- Author(s)
  Nakatsuma, Teruo
- Organizer
  The 3rd International Conference on Computational and Financial and Econometrics
- Place of Presentation
  Limassol, Cyprus
- Year and Date
  2009-10-31
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Bayesian risk assessment with threshold mixture extreme value models
- Author(s)
  Teruo Nakatsuma
- Organizer
  International Society for Bayesian Analysis World Meeting
- Place of Presentation
  京都市　京都テルサ
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] Parallel particle learning for Bayesian state space modeling
- Author(s)
  Teruo Nakatsuma
- Organizer
  CSDA International Conference on Computational and Financial Econometrics
- Place of Presentation
  スペイン・オビエド市
- Data Source
  KAKENHI-PROJECT-20243017

1. SUGITA Katsuhiro (50377058)

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2. TANIZAKI Hisashi (60248101)

# of Collaborated Projects: 1 results

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3. KOGURE Atsuyuki (80178251)

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4. ASAI Manabu (90319484)

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5. 津田博史 (90450163)

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6. 安藤雅和 (00462169)

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7. 片桐英樹 (40325147)

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8. 西出勝正 (40410683)

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9. 蓮池隆 (50557949)

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10. 一藤裕 (90590274)

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11. NAKAKITA Makoto

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results
12. TOYABE Tomoki

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13. 足立高徳

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NAKATSUMA Teruo 中妻 照雄

NAKATUMA Teruo 中妻 照雄

中妻 照雄 ナカツマ テルオ

Research Projects

Research Products

Co-Researchers

暗号資産の価格変動のモデル化とポートフォリオ最適化およびリスク管理への応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Development of Mathematical System Infrastructure for Tourism Science and Demonstration of Its Effectiveness

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Bayesian Time Series Analysis of Limit Order Processes in Financial MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Study on high-frequency price-discovery processes of financial assets in data-driven approachPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayesian modeling for actuary and financePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

MCMC法による多変量ボラティリティ変動モデルの推定と市場リスクの評価への応用Principal Investigator

Principal Investigator

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[Book] Pythonによる計量経済学入門2020

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[Book] Pythonによるファイナンス入門2018

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[Book] 実践ベイズ統計学2013

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[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎 編）5.1節「ベイズ統計学の基礎」2012

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[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎 編）5.2節「MCMC法によるベイズ時系列分析」2012

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[Book] 応用計量経済学ハンドブック(第13章「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」)(蓑谷千凰彦・牧厚志 編)2010

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[Book] 第13章「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」『応用計量経済学ハンドブック』2010

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[Book] 応用計量経済学ハンドブック第13章(「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」)(蓑谷千凰彦・牧厚志編)2010

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NAKATSUMA Teruo 中妻照雄

NAKATUMA Teruo 中妻照雄

中妻照雄ナカツマテルオ

[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）5.1節「ベイズ統計学の基礎」2012

[Book] 『経済時系列ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）5.2節「MCMC法によるベイズ時系列分析」2012

[Book] 応用計量経済学ハンドブック(第13章「階層ベイズ・モデルによる資本コストの推定-主観確率に基づく企業価値評価の試み」)(蓑谷千凰彦・牧厚志編)2010