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NAKATANI Tomoaki  中谷 朋昭

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Researcher Number 60280864
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Affiliation (Current) 2022: 東京大学, 大学院農学生命科学研究科(農学部), 准教授
Affiliation (based on the past Project Information) *help 2020 – 2022: 東京大学, 大学院農学生命科学研究科(農学部), 准教授
2019: 東京大学, 農学部, 准教授
2018 – 2019: 横浜市立大学, データサイエンス学部, 教授
2017: 北海道大学, 農学研究院, 准教授
2014 – 2016: 北海道大学, (連合)農学研究科(研究院), 准教授 … More
2014: 北海道大学, 農学研究院, 准教授
2011 – 2013: 北海道大学, (連合)農学研究科(研究院), 助教
2009 – 2011: Hokkaido University, 大学院・農学研究院, 助教
2002: 帯広畜産大, 畜産学部, 助手
1997 – 2001: 帯広畜産大学, 畜産学部, 助手 Less
Review Section/Research Field
Principal Investigator
Agro-economics / Agro-economics / Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
Except Principal Investigator
Basic Section 41010:Agricultural and food economics-related / Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields / Agricultural science in management and economy / Agro-economics / Basic Section 41050:Environmental agriculture-related / Medium-sized Section 5:Law and related fields
Keywords
Principal Investigator
商品先物市場 / 株価変動 / 時系列分析 / 時系列解析 / 食品関連企業 / 動的相関係数 / 多変量GARCHモデル / ボラティリィティ変動 / EGARCHモデル / 共和分分析 … More / 非線形価格変動 / 可変ヘッジ取引率 / GARCHモデル / ボラティリティ / 食品産業 / ボラティリティ変動 / 食をめぐる事件 / 多変量 GARCH モデル / 超高頻度データ / 株価のジャンプ / 食品事故 / 株式市場 / DCC-GARCHモデル / 食に関する事件・事故 / 中国 / 統計解析環境R / 商品先物価格 / ジャンプ / R / 確率過程 / ジャンプ検定 / コメ / ティックデータ / 疫学的消費行動モデル / 購買履歴データ / ヘルスアウトカム / 計量経済学 … More
Except Principal Investigator
ミクロデータ / 食料消費 / 行動経済学 / 健康 / 貧困 / 期近価格 / 期先価格 / 輸入価格 / 現物価格 / 投機 / 在庫水準 / 価格形成 / 先物市場の効率性 / 投機的行動 / 供給過剰 / 商品先物市場 / 効率性分析 / 季節効果 / nearby price / deferred price / import price / spot price / speculation / storage / price formation / efficiency of futures market / 政策評価 / 農業・農村政策 / 農業経済学 / 経済政策 / 政策研究 / 農業政策 / 二次的利用 / 農林水産統計 / 公的統計 / 二次利用 / 農林業センサス / 疑似データ / 高度利用 / 世界食料モデル / 世界コメ需給モデル / 全球収量予測モデル / 要因分解 / 気候変動 / 栄養素 / 食料 / 栄養 / コロナ禍 / 食料安全保障 / フードセキュリティ / フードセキュリティー / 適応策 / 作物モデル / 需給モデル / 組織論 / 情報技術 / 社会的分業化 / 情報の不完全性 / 食料・農業・農村政策 / パネルデータ / 疑似実験デザイン / 農業・農村 / インパクト評価 / 食資源 / 農業 / フードロー / 農協 / 農地法 / 生乳流通 / 種子法 / 種苗法 / グローバリゼーション / 法戦略 / フィールド調査 / 地理的表示 / グローバル / 外国人技能実習生 / 認証制度 / 地域的団体商標 / 契約農産 / 農業生産性 / TFP / 農林統計 / データリンケージ / 行政情報 Less
  • Research Projects

    (17 results)
  • Research Products

    (63 results)
  • Co-Researchers

    (47 People)
  •  農業生産性の動態と源泉:ミクロデータを用いた農業・農村政策のインパクト評価

    • Principal Investigator
      高山 太輔
    • Project Period (FY)
      2022 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 41010:Agricultural and food economics-related
    • Research Institution
      Fukushima University
  •  公的農林統計の長期パネルデータ化と統合データベースの構築による高度利用基盤の確立

    • Principal Investigator
      仙田 徹志
    • Project Period (FY)
      2022 – 2025
    • Research Category
      Grant-in-Aid for Challenging Research (Pioneering)
    • Review Section
      Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
    • Research Institution
      Kyoto University
  •  日本農業・農村の20年-長期パネルデータと疑似実験デザインによるアプローチ-

    • Principal Investigator
      藤栄 剛
    • Project Period (FY)
      2021 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 41010:Agricultural and food economics-related
    • Research Institution
      Meiji University
  •  購買履歴データと健康情報の融合による疫学的消費行動モデルの構築Principal Investigator

    • Principal Investigator
      中谷 朋昭
    • Project Period (FY)
      2021 – 2023
    • Research Category
      Grant-in-Aid for Challenging Research (Pioneering)
    • Review Section
      Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
    • Research Institution
      The University of Tokyo
  •  A Study on Functional Differentiation and Realignment of Institutional Framework and Organization of Food Industries, Agriculture and Rural Areas

    • Principal Investigator
      中嶋 康博
    • Project Period (FY)
      2020 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Review Section
      Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
    • Research Institution
      The University of Tokyo
  •  持続的食資源確保のためのグローバル法戦略の研究―多角的なフィールド調査を活用して

    • Principal Investigator
      曽野 裕夫
    • Project Period (FY)
      2020 – 2022
    • Research Category
      Grant-in-Aid for Challenging Research (Pioneering)
    • Review Section
      Medium-sized Section 5:Law and related fields
    • Research Institution
      Hokkaido University
  •  A Study of effective utilization and extension about micro and panel data in Japanese agricultural statistics

    • Principal Investigator
      Yoshida Yoshio
    • Project Period (FY)
      2018 – 2021
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 41010:Agricultural and food economics-related
    • Research Institution
      Kyoto University
  •  A Study of Effective Utilization for Microdata in Japanese Census of Agriculture and Forestry

    • Principal Investigator
      Senda Tetsuji
    • Project Period (FY)
      2018 – 2020
    • Research Category
      Grant-in-Aid for Challenging Research (Exploratory)
    • Review Section
      Medium-sized Section 41:Agricultural economics and rural sociology, agricultural engineering, and related fields
    • Research Institution
      Kyoto University
  •  Climate change impact on world and regional food security

    • Principal Investigator
      Furuya Jun
    • Project Period (FY)
      2018 – 2020
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 41050:Environmental agriculture-related
    • Research Institution
      Japan International Research Center for Agricultural Sciences
  •  Dynamism of Farm Household and Policy Evaluation in Japan: An Empirical Study Using Micro-data

    • Principal Investigator
      FUJIE Takeshi
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Agricultural science in management and economy
    • Research Institution
      Meiji University
  •  Behavioral Economic Analysis of Food Consumption

    • Principal Investigator
      SHIGENO Ryuichi
    • Project Period (FY)
      2013 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Agricultural science in management and economy
    • Research Institution
      University of Tsukuba
  •  Comparative Study of Stock Market Reactions to Offenses against Food SafetyPrincipal Investigator

    • Principal Investigator
      NAKATANI Tomoaki
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Agro-economics
    • Research Institution
      Hokkaido University
  •  Stock Market Reactions to Offences against Food SafetyPrincipal Investigator

    • Principal Investigator
      NAKATANI Tomoaki
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Agro-economics
    • Research Institution
      Hokkaido University
  •  フードシステム関連産業の株価変動に関する時系列分析Principal Investigator

    • Principal Investigator
      中谷 朋昭
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Agro-economics
    • Research Institution
      Obihiro University of Agriculture and Veterinary Medicine
  •  商品先物市場における価格変動の非線形時系列分析Principal Investigator

    • Principal Investigator
      中谷 朋昭
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      Agro-economics
    • Research Institution
      Obihiro University of Agriculture and Veterinary Medicine
  •  商品先物市場における価格変動要因の計量的分析Principal Investigator

    • Principal Investigator
      中谷 朋昭
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      Agro-economics
    • Research Institution
      Obihiro University of Agriculture and Veterinary Medicine
  •  Econometric study on import, storage and futures markets of field crops

    • Principal Investigator
      ITO Shigeru
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Agro-economics
    • Research Institution
      Obihiro University of Agriculture and Veterinary Medicine

All 2022 2021 2020 2019 2018 2016 2015 2014 2013 2011 2010 Other

All Journal Article Presentation Book

  • [Book] 農業・農村問題のミクロデータ分析2022

    • Author(s)
      藤栄 剛、仙田 徹志 、中谷 朋昭
    • Total Pages
      164
    • Publisher
      農林統計出版
    • ISBN
      9784897324494
    • Data Source
      KAKENHI-PROJECT-18K05846
  • [Book] 食生活と消費に関する事件・事故・法規制と農業・食品関連企業の株価変動、茂野隆一・武見ゆかり編『フードシステム学叢書第1巻 現代の食生活と消費行動』2016

    • Author(s)
      中谷朋昭
    • Publisher
      農林統計出版
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Book] Frontiers of Agricultural Science2015

    • Author(s)
      Nakatani, T.
    • Total Pages
      277
    • Publisher
      Shoukadoh Book Sellers
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Book] Frontiers of Agricultural Science2015

    • Author(s)
      Nakatani, T
    • Total Pages
      277
    • Publisher
      Shoukadoh Book Sellers
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Book] Stated Preference Methods using R2014

    • Author(s)
      Aizaki, H., T. Nakatani and K. Sato
    • Total Pages
      254
    • Publisher
      Chapman and Hall/CRC Press
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Book] Chapman and Hall/CRC Press2014

    • Author(s)
      Aizaki, H., T. Nakatani and K. Sato
    • Total Pages
      254
    • Publisher
      Stated Preference Methods using R
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Book] R パッケージガイドブック2011

    • Author(s)
      岡田昌史、中谷朋昭他14名(50音順8番目)
    • Total Pages
      496
    • Publisher
      東京書籍
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Book] Economic Research Institute, Stockholm School of Economies(Four Essays on Building Conditional Correlation GARCH Models)2010

    • Author(s)
      Tomoaki Nakatani
    • Total Pages
      173
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Book] Conditional Correlation GARCH Models2010

    • Author(s)
      Nakatani, T.
    • Total Pages
      173
    • Publisher
      Economic Research Institute, Stockholm School of Economics, Four Essays on Building
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Book] Four Essays on Building Conditional Correlation GARCH Models2010

    • Author(s)
      Tomoaki Nakatani
    • Total Pages
      173
    • Publisher
      Economic Research Institute, Stockholm School of Economics
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] Less-Favored-Area Payments, Farmland Abandonment, and Farm Size: Evidence from Hilly and Mountainous Areas in Japan2021

    • Author(s)
      TAKAYAMA, Taisuke, Tomoaki NAKATANI, and Tetsuji SENDA, and Takeshi FUJIE
    • Journal Title

      Australian Journal of Agricultural and Resource Economics

      Volume: In press Pages: 658-678

    • DOI

      10.1111/1467-8489.12425

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-18K19247, KAKENHI-PROJECT-18K05846
  • [Journal Article] 行政のDXで農業デジタル化を加速 データ駆動型の農業にチャンス2021

    • Author(s)
      中谷朋昭
    • Journal Title

      月刊 事業構想

      Volume: 2021年8月号

    • Open Access
    • Data Source
      KAKENHI-PROJECT-20K20415
  • [Journal Article] Impact of direct payments on agricultural land use in less-favoured areas: evidence from Japan2020

    • Author(s)
      Takayama, T., Hashizume, N. and Nakatani, T.
    • Journal Title

      European Review of Agricultural Economics

      Volume: 未定 Pages: 157-177

    • DOI

      10.1093/erae/jbz008

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17H03881, KAKENHI-PROJECT-18K05846, KAKENHI-PROJECT-18K19247
  • [Journal Article] Impact of Participatory Development Projects on Social Capital: Evidence from Farmland Consolidation Projects in Paddy Areas of Japan2018

    • Author(s)
      高山太輔・中谷朋昭
    • Journal Title

      Japan Agricultural Research Quarterly

      Volume: 52(3)

    • NAID

      130007437003

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Journal Article] Women and farmland preservation: The impact of women's participation in farmland management governance in Japan2018

    • Author(s)
      Takayama, T., Horibe, A. and Nakatani, T.
    • Journal Title

      Land Use Policy

      Volume: 77 Pages: 116-125

    • DOI

      10.1016/j.landusepol.2018.05.033

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Journal Article] The determinants of collective action in irrigation management systems: Evidence from rural communities in Japan2018

    • Author(s)
      Takayama, T., Matsuda, H. and Nakatani, T.
    • Journal Title

      Agricultural Water Management

      Volume: 206 Pages: 113-123

    • DOI

      10.1016/j.agwat.2018.04.031

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Journal Article] 食品安全情報と外食産業における株価変動-超高頻度データのジャンプ検定-2013

    • Author(s)
      中谷朋昭
    • Journal Title

      フードシステム研究

      Volume: 20 Pages: 215-220

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Journal Article] コメ先物市場における価格変動-ティックデータによるジャンプ検出-2013

    • Author(s)
      中谷朋昭
    • Journal Title

      日本農業経済学会論文集

      Volume: 2013年度 Pages: 234-241

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Journal Article] 東京穀物商品取引所におけるトウモロコシ先物価格の変動2013

    • Author(s)
      高城務・中谷朋昭
    • Journal Title

      フードシステム研究

      Volume: 20 Pages: 281-286

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Journal Article] 食に関する事件情報と株式市場 の反応-超高頻度株価データによる分析-2011

    • Author(s)
      中谷朋昭
    • Journal Title

      フードシステム研究

      Volume: 18巻 Pages: 155-160

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-2011

    • Author(s)
      中谷朋昭
    • Journal Title

      フードシステム研究

      Volume: 18 Pages: 155-160

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] 食をめぐる事件と食品関連企業の株価変動2011

    • Author(s)
      中谷朋昭
    • Journal Title

      農業経済研究

      Volume: 83巻 Pages: 84-94

    • NAID

      10029756644

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] 食品関連企業における規範逸脱型不祥事と株価変動-動的相関係数による分析-2010

    • Author(s)
      中谷朋昭・座波祐一郎
    • Journal Title

      フードシステム研究

      Volume: 第17巻第3号 Pages: 194-197

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] 食品関連企業における規範逸脱型不祥事と株価変動-動的相関係数による分析-2010

    • Author(s)
      中谷朋昭、座波祐一郎
    • Journal Title

      フードシステム研究

      Volume: 17巻 Pages: 194-197

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] データ解析環境 R における多変量 GARCH モデルの取り扱いについて-ccgarch パッケージの利用-2010

    • Author(s)
      中谷朋昭
    • Journal Title

      農経論叢

      Volume: 65集 Pages: 61-68

    • NAID

      120002015061

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Journal Article] データ解析環境Rにおける多変量GARCHモデルの取り扱いについて-ccgarch パッケージの利用-2010

    • Author(s)
      中谷朋昭
    • Journal Title

      農経論叢 65

      Pages: 61-68

    • NAID

      120002015061

    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] Geographical Indications, Farm Survival, and Farm Size: Evidence from a Natural Experiment in Japan2020

    • Author(s)
      高山太輔・中谷朋昭・仙田徹志・藤栄剛
    • Organizer
      2020年度日本農業経済学会大会
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] Geographical Indications, Farm Size, and Farm Survival: Evidence from a Natural Experiment in Japan2020

    • Author(s)
      高山太輔・中谷朋昭・仙田徹志・藤栄剛
    • Organizer
      2020年度日本農業経済学会大会
    • Data Source
      KAKENHI-PROJECT-18K19247
  • [Presentation] Impact of the Redistributive Land Reform on Investment and Productivity: Evidence from Post-World War II Japan2020

    • Author(s)
      高山太輔・松田浩敬・中谷朋昭・齋藤邦明
    • Organizer
      第61回東北農業分析研究会
    • Data Source
      KAKENHI-PROJECT-18K05846
  • [Presentation] Geographical Indications and Rural Development: Evidence from a Natural Experiment in Japan2020

    • Author(s)
      Taisuke Takayama, Takashi Norito, Tomoaki Nakatani and Ryoji Ito
    • Organizer
      the XVI Congress of the European Association of Agricultural Economists, EAAE
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] Impact of the Redistributive Land Reform on Investment and Productivity: Evidence from Post-World War II Japan2020

    • Author(s)
      高山太輔・松田浩敬・中谷朋昭・齋藤邦明
    • Organizer
      第61回東北農業分析研究会
    • Data Source
      KAKENHI-PROJECT-18K19247
  • [Presentation] Geographical Indications, Farm Size, and Farm Survival: Evidence from a Natural Experiment in Japan2020

    • Author(s)
      高山太輔・中谷朋昭・仙田徹志・藤栄剛
    • Organizer
      2020年度日本農業経済学会大会
    • Data Source
      KAKENHI-PROJECT-18K05846
  • [Presentation] 気候変動における時系列分析-文献レビュー-2019

    • Author(s)
      中谷 朋昭, 木村 勇輝
    • Organizer
      日本地域学会
    • Data Source
      KAKENHI-PROJECT-18H02317
  • [Presentation] Effects of Decoupled Payments on Changes in Farm Structure: Evidence from Japan2018

    • Author(s)
      高山太輔・中谷朋昭・藤栄剛・仙田徹志
    • Organizer
      2018年度日本農業経済学会大会
    • Data Source
      KAKENHI-PROJECT-18K05846
  • [Presentation] 農林水産統計における公的ミクロデータの高度利用2018

    • Author(s)
      山口幸三・吉田嘉雄・中谷朋昭・仙田徹志
    • Organizer
      2018年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-18K19247
  • [Presentation] 農林水産統計における公的ミクロデータの高度利用2018

    • Author(s)
      山口幸三・吉田嘉雄・中谷朋昭・仙田徹志
    • Organizer
      2018年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-18K05846
  • [Presentation] The Productivity Impacts of Redistributive Land Reform: Evidence from Post-WWII Japan2018

    • Author(s)
      Takayama, T., Matsuda, H. and Nakatani, T.
    • Organizer
      the 2019 AAEA Annual Meeting
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] The Impact of Direct Payments in Less Favored Areas on Agricultural Land Use and Farm Numbers: An Instrumental Variable Approach with Panel Data2018

    • Author(s)
      Takayama, T., Hashizume, N. and Nakatani, T.
    • Organizer
      International Conference of Agricultural Economists (ICAE2018)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] Effects of Decoupled Payments on Changes in Farm Structure: Evidence from Japan2018

    • Author(s)
      高山太輔・中谷朋昭・藤栄剛・仙田徹志
    • Organizer
      2018年度日本農業経済学会大会
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] 農林水産統計における公的ミクロデータの高度利用2018

    • Author(s)
      山口幸三・吉田嘉雄・中谷朋昭・仙田徹志
    • Organizer
      2018年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-17H03881
  • [Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014

    • Author(s)
      Nakatani, T.
    • Organizer
      the 8th International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of Pisa, Pisa, Italy
    • Year and Date
      2014-12-06
    • Invited
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014

    • Author(s)
      Nakatani, T.
    • Organizer
      the 8th International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of Pisa, Pisa, Italy
    • Year and Date
      2014-12-06
    • Invited
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Presentation] Estimating Negative Volatility Spillovers in the Conditional Correlation GARCH Models: Some Technical Notes2014

    • Author(s)
      Nakatani, T.
    • Organizer
      Workshop on High-Frequency Data and Financial Econometrics
    • Place of Presentation
      Hitotsubashi University(国立市)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package2014

    • Author(s)
      Nakatani, T.
    • Organizer
      useR! 2014: the R User Conference 2014
    • Place of Presentation
      University of California Los Angeles, Los Angeles, USA
    • Year and Date
      2014-07-02
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] Handling Conditional Correlation GARCH Models with the ccgarch2 Package, useR2014

    • Author(s)
      Nakatani, T.
    • Organizer
      the R User Conference 2014
    • Place of Presentation
      University of California Los Angeles,USA
    • Year and Date
      2014-07-02
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Presentation] Jump Detection in High Frequency Corn Futures Prices in Japan2013

    • Author(s)
      Takagi, T. and T. Nakatani
    • Organizer
      The 2nd Korea University - Hokkaido University Joint Workshop on Statistics
    • Place of Presentation
      Korea University (Korea)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2011

    • Author(s)
      Nakatani, T., Terasvirta, T
    • Organizer
      経済研究会
    • Place of Presentation
      小樽商科大学(小樽市)
    • Year and Date
      2011-02-18
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-2011

    • Author(s)
      中谷朋昭
    • Organizer
      2011年度日本フードシステム学会大会
    • Place of Presentation
      京都大学(京都市)
    • Year and Date
      2011-06-19
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2011

    • Author(s)
      Nakatani, T., Terasvirta, T.
    • Organizer
      小樽商科大学 土曜研究会
    • Place of Presentation
      小樽市・小樽商科大学(招待講演)
    • Year and Date
      2011-02-18
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 食をめぐる事件と食品関連企業の株価変動2010

    • Author(s)
      中谷朋昭
    • Organizer
      2010年度日本農業経済学会大会
    • Place of Presentation
      京都大学(京都市)
    • Year and Date
      2010-03-28
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2010

    • Author(s)
      Nakatani, T., Terasvirta, T
    • Organizer
      Hitotsubashi Conference on Econometrics
    • Place of Presentation
      一橋大学(国立市)
    • Year and Date
      2010-11-21
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 食をめぐる事件と食品関連企業の株価変動2010

    • Author(s)
      中谷朋昭
    • Organizer
      2010年度日本農業経済学会 大会
    • Place of Presentation
      京都大学
    • Year and Date
      2010-03-28
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] An Alternative Test for Causality in Variance in the Conditional Correlation GARCH Models2010

    • Author(s)
      Nakatani, T., Terasvirta, T.
    • Organizer
      Hitotsubashi Conference on Econometrics 2010
    • Place of Presentation
      国立市・一橋大学
    • Year and Date
      2010-10-21
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 消費期限切れ原料使用問題と関連企業の株価変動-動的相関係数による分析-2010

    • Author(s)
      中谷朋昭、座波祐一郎
    • Organizer
      2010年度日本フードシステム学会大会
    • Place of Presentation
      千葉大学(松戸市)
    • Year and Date
      2010-06-13
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 消費期限切れ原料使用問題と関連企業の株価変動-動的相関係数による分析-2010

    • Author(s)
      中谷朋昭・座波祐一郎
    • Organizer
      日本フードシステム学会
    • Place of Presentation
      松戸市・千葉大学農学部
    • Year and Date
      2010-06-13
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] DCchoice: A Package for Analyzing Dichotomous Choice Contingent Valuation Data

    • Author(s)
      Tomoaki Nakatani
    • Organizer
      useR! 2013: the R User Conference 2013
    • Place of Presentation
      University of Castilla-La Mancha, Albacete, Spain
    • Data Source
      KAKENHI-PROJECT-25292131
  • [Presentation] 食品安全情報と外食産業における株価変動-超高頻度データのジャンプ検定-

    • Author(s)
      中谷朋昭
    • Organizer
      日本フードシステム学会
    • Place of Presentation
      筑波大学(つくば市)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] トウモロコシ先物市場における価格変動

    • Author(s)
      高城努・中谷朋昭
    • Organizer
      日本フードシステム学会
    • Place of Presentation
      筑波大学(つくば市)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] 統計解析環境Rにおける多変量GARCHモデルの推定とパッケージ化

    • Author(s)
      中谷朋昭
    • Organizer
      統計数学セミナー
    • Place of Presentation
      東京大学(東京都目黒区)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] 多変量GARCHモデルを推定するためのR用パッケージccgarch2

    • Author(s)
      中谷朋昭
    • Organizer
      研究集会「高頻度データを用いた資産市場のミクロ構造とボラティリティの計量分析」
    • Place of Presentation
      一橋大学(国立市)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] 食に関する事件情報と株式市場の反応-超高頻度株価データによる分析-

    • Author(s)
      中谷朋昭
    • Organizer
      日本フードシステム学会
    • Place of Presentation
      京都大学(京都市)
    • Data Source
      KAKENHI-PROJECT-21780201
  • [Presentation] 多変量GARCHモデルを推定するためのR用パッケージccgarch2

    • Author(s)
      中谷朋昭
    • Organizer
      2013年度統計関連学会連合退会
    • Place of Presentation
      大阪大学(豊中市)
    • Data Source
      KAKENHI-PROJECT-24580310
  • [Presentation] コメ先物市場における価格変動-ティックデータによるジャンプ検出-

    • Author(s)
      中谷朋昭
    • Organizer
      日本農業経済学会
    • Place of Presentation
      東京農業大学(世田谷区)
    • Data Source
      KAKENHI-PROJECT-24580310
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