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Nagata Shuichi  永田 修一

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永田 修一  ナガタ シュウイチ

NAGATA Shuichi  永田 修一

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Researcher Number 50546893
External Links
Affiliation (Current) 2025: 関西学院大学, 商学部, 准教授
Affiliation (based on the past Project Information) *help 2020 – 2023: 関西学院大学, 商学部, 准教授
2013 – 2016: 関西学院大学, 商学部, 助教
2013: 同志社大学, 商学部, 助教
2012: 関西学院大学, 理工学部, 契約助手
Review Section/Research Field
Except Principal Investigator
Economic statistics / Basic Section 80020:Tourism studies-related
Keywords
Except Principal Investigator
ジャンプ過程 / GARCHモデル / 高頻度データ / 非定常時系列 / 経済時系列分析 / ビジネス・エコシステム / オープン・イノベーション / S-Dロジック / GPSビッグデータ / ソーシャル・ビッグデータ … More / スマートツーリズム・エコシステム / モビリティー / モビリティ / 観光客 / 解釈レベル理論 / 観光地エコシステム / 観光客行動 / 観光客行動パターン / エコシステム / 価値共創 / サービス・ドミナント・ロジック / ビッグデータ / スマートツーリズム・デスティネーション / 変数間の因果序列 / 金融の量的緩和政策効果 / 緩やかな発散過程 / 株価のバブルモデル / Bootstrap法 / 構造変化点の信頼区間 / 金融緩和政策効果 / 為替変動 / 独立成分分析(ICA) / バブル / ボラティリティ / 構造変化 / 非正規性 / 因果序列 / 独立成分分析 / 最尤推定法 / 一般化最小2乗法 / ファイナンス時系列 / Jump過程 / Error Correction Model / 多変量GARCH Model / 時系列の構造変化 / 証券市場のバブル 「国際研究者交流」 / 一般化最小2乗法 / 誤差修正モデル「国際研究者交流」 / 長期記憶系列 / ブートストラップ法 / 構造変化の検定 / 誤差修正モデル / Long memory / Realized volatility / Bootstrap method / Structural change / High frequency data / Error correction model / GARCH error / Nonstandard time series Less
  • Research Projects

    (3 results)
  • Research Products

    (25 results)
  • Co-Researchers

    (12 People)
  •  Smart tourism destination development and value co-creation through big data

    • Principal Investigator
      Sano Kaede
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 80020:Tourism studies-related
    • Research Institution
      Wakayama University
  •  Monitaring of parameter chamge in economic time series model

    • Principal Investigator
      MAEKAWA Koichi
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hiroshima University of Economics
  •  Statistical inference for extended models in financial time series

    • Principal Investigator
      MAEKAWA Koichi
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Hiroshima University of Economics

All 2023 2022 2021 2017 2016 2015 2013 2012 2011 Other

All Journal Article Presentation

  • [Journal Article] Spatial Distribution of Accommodation Supply in Osaka City - A Policy Perspective2022

    • Author(s)
      Kaede Sano, Shuichi Nagata, Hiroki Sano
    • Journal Title

      Journal of Responsible Tourism Management

      Volume: 2 Issue: 2 Pages: 90-102

    • DOI

      10.47263/jrtm.02-02-06

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K12399, KAKENHI-PROJECT-20K13574
  • [Journal Article] Data-driven market segmentation by tourists' mobility patterns: A methodological approach2022

    • Author(s)
      Sano, K., Sano, H., & Nagata, S.
    • Journal Title

      Wakayama Tourism Review

      Volume: 2 Pages: 49-51

    • DOI

      10.19002/10.19002.2.49

    • ISSN
      24363839
    • URL

      https://wakayama-u.repo.nii.ac.jp/records/2000166

    • Year and Date
      2022-03-31
    • Language
      English
    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K12399, KAKENHI-PROJECT-20K13574
  • [Journal Article] The metaverse in the tourism industry: A new horizon after the COVID-19 pandemic2022

    • Author(s)
      Kaede Sano, Hiroki Sano, Shuichi Nagata
    • Journal Title

      Wakayama Tourism Review

      Volume: 4 Pages: 32-35

    • Open Access
    • Data Source
      KAKENHI-PROJECT-20K12399
  • [Journal Article] Mobility Patterns of International Tourists: Implications for Responsible Urban Tourism2021

    • Author(s)
      Kaede Sano, Shuichi Nagata, Hiroki Sano, & Joseph M. Cheer
    • Journal Title

      Journal of Responsible Tourism Management

      Volume: 1 Pages: 88-111

    • DOI

      10.47263/jrtm.01-01-07

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K12399, KAKENHI-PROJECT-20K13574
  • [Journal Article] Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise2017

    • Author(s)
      Nagata, S
    • Journal Title

      International Review of Business

      Volume: 17 Pages: 41-60

    • NAID

      120005998496

    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] Robust estimation of a high-dimensional integrated covariance matrix2017

    • Author(s)
      Takayuki MORIMOTO and Shuichi NAGATA
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 46 Pages: 1102-1112

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] 非ガウス型構造VARモデルの最尤推定 -モンテカルロ実験による有限標本パフォーマンスの評価-2016

    • Author(s)
      永田修一
    • Journal Title

      商学論究

      Volume: 64 Pages: 97-115

    • NAID

      120005829877

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] Robust estimation of a high-dimensional integrated covariance matrix2015

    • Author(s)
      Takayuki MORIMOTO and Shuichi NAGATA
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 未定

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] 高頻度データの特性を考慮したボラティリティの予測 -日本の株式市場への応用例-2015

    • Author(s)
      永田修一
    • Journal Title

      商学論究

      Volume: 63 Pages: 101-116

    • NAID

      120005663476

    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] VARモデルによる日本の金融緩和政策効果の検証2015

    • Author(s)
      前川功一、小村衆一、永田修一
    • Journal Title

      広島経済大学経済研究論集

      Volume: 38 Pages: 1-20

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26380279
  • [Journal Article] On a Number theoretic problem by Blanc2013

    • Author(s)
      Kazuaki Kitahara, Takayuki Shimotomai, and Shuichi Nagata
    • Journal Title

      Scientiae Mathematicae Japonicae Online

      Volume: Vol.76 No.2 Pages: 281-287

    • NAID

      10031187818

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Predicting Volatility with Realized Absolute Values: Evidence from the Tokyo Stock Exchange2012

    • Author(s)
      S. Nagata
    • Journal Title

      Empirical Economics Letters

      Volume: 11巻6号 Pages: 551-558

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Edgeworth Approximation of a Finite Sample Distribution for an AR(1) Model with Measurement Error2012

    • Author(s)
      S. Nagata
    • Journal Title

      Open Journal of Statistics

      Volume: 2巻1号 Pages: 383-388

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] ARFIMAモデルによる長期記憶過程の推定-シミュレーション比較と実証分析2012

    • Author(s)
      得津康義, 前川功一, 永田修一
    • Journal Title

      広島経済大学研究双書

      Volume: 39冊 Pages: 1-34

    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Edgeworth Approximation of a Finite Sample Distribution for an AR(1) Model with Measurement Error2012

    • Author(s)
      Shuichi Nagata
    • Journal Title

      Open Journal of Statistics

      Volume: Vol.2, No.1 Pages: 383-388

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] ARFIMAモデルによる長期記憶性の推定-シミュレーション比較と実証分析2012

    • Author(s)
      前川功一、得津康義、永田修一
    • Journal Title

      広島経済大学研究双書

      Volume: 39冊 Pages: 1-33

    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes2012

    • Author(s)
      S. Nagata
    • Journal Title

      Economics Bulletin

      Volume: 32巻1号 Pages: 306-314

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Process2012

    • Author(s)
      Shuichi Nagata
    • Journal Title

      Empirical Economics Letters

      Volume: Vol.11, No.6 Pages: 551-558

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Journal Article] Predicting Volatility with Realized Absolute2012

    • Author(s)
      Shuichi Nagata
    • Journal Title

      Values : Evidence from the Tokyo Stock Exchange

      Volume: Vol.11, No.6 Pages: 551-558

    • Data Source
      KAKENHI-PROJECT-23330075
  • [Presentation] ツーリスト・モビリティの解析2023

    • Author(s)
      佐野楓、佐野宏樹、永田修一
    • Organizer
      サービス学会
    • Data Source
      KAKENHI-PROJECT-20K12399
  • [Presentation] Testing short-run restrictions in non-Gaussian SVAR model2016

    • Author(s)
      Koichi Maekawa, Shuichi Nagata
    • Organizer
      Tripartite Conference of Econometrics
    • Place of Presentation
      Singapore
    • Year and Date
      2016-03-24
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380279
  • [Presentation] Volatility Forecast Comparison with Biased Proxy, University of Delhi2012

    • Author(s)
      Shuichi Nagata and K. Oya
    • Organizer
      The Asian Meeting of Econometric Society
    • Place of Presentation
      India
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Presentation] Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes2011

    • Author(s)
      Shuichi Nagata
    • Organizer
      5th CSDA International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of London
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Presentation] Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes2011

    • Author(s)
      Shuichi Nagata
    • Organizer
      The Second International Conference "High Frequency Data Analysis in Financial Markets"
    • Place of Presentation
      大阪大学
    • Year and Date
      2011-10-28
    • Data Source
      KAKENHI-PROJECT-23330075
  • [Presentation] Volatility Forecast Comparison with Biased Proxy and Related Test Statistic

    • Author(s)
      Shuichi Nagata
    • Organizer
      The Asian Meeting of Econometric Society 2012
    • Place of Presentation
      Delhi, India
    • Data Source
      KAKENHI-PROJECT-23330075
  • 1.  MAEKAWA Koichi (20033748)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 4 results
  • 2.  TOKUTSU Yasuyoshi (30412282)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 3.  KAWAI Ken-ichi (50425831)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  MORIMOTO Tkayuki (80402543)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 5.  KATAYAMA Naoya (80452720)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  Sano Kaede (60707298)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 7.  久松 博之 (90228726)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  佐野 宏樹 (70779628)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 9.  LEE Sangyeol
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  Kusdhianto Setiawan
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  Amirullah Setya Hardi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  Alessio Moneta
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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