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Omori, Yasuhiro's
Scholarly Papers
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Total Downloads
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Total
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1.
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Kunihama, Tsuyoshi affiliation not provided to SSRN Omori, Yasuhiro University of Tokyo
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(339,165)
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Bayesian analysis, extreme value theory, Markov chain Monte Carlo, marginal likelihood, maxima of moving maxima processes, stock returns
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Miyawaki, Koji affiliation not provided to SSRN Omori, Yasuhiro University of Tokyo Hibiki, Akira affiliation not provided to SSRN
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(339,165)
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C11, C23, C24, Q25
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3.
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Sugawara, Shinya affiliation not provided to SSRN Omori, Yasuhiro University of Tokyo
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0
(353,049)
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4.
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Omori, Yasuhiro University of Tokyo Chib, Siddhartha Washington University in Saint Louis - John M. Olin Business School Shephard, Neil University of Oxford - Oxford-Man Institute Nakajima, Jouchi University of Tokyo
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Leverage effect, Markov chain Monte Carlo, Mixture sampler, Stochastic volatility, Stock returns
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Records 1 -
4
of 4 matches
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