Atsuyuki Naka

University of New Orleans - College of Business Administration - Department of Economics and Finance

2000 Lakeshore Drive

New Orleans, LA 70148

United States

SCHOLARLY PAPERS

3

DOWNLOADS

267

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Volatility Clustering, Leverage Effects, and Jumps Dynamics in Emerging Asian Equity Markets

Number of pages: 47 Posted: 08 Mar 2005
Elton Daal, Atsuyuki Naka and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Downloads 267 (168,250)
Citation 1

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GARCH-jump models, jump predictability, volatility clustering, leverage effects, leptokurtosis

2.

Re-Examining Inflation and Inflation Uncertainty in Developed and Emerging Countries

Economics Letters, Vol. 88, No. 3, pp. 295-438, September 2005
Posted: 30 May 2006
Elton Daal, Atsuyuki Naka and Benito Sanchez
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration - Department of Economics and Finance

Abstract:

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Inflation uncertainty, asymmetric power GARCH, granger causality

3.

Diversification Benefits of Japanese Real Estate Over the Last Four Decades

Journal of Real Estate Finance and Economics, Vol. 33, No. 3, 2006
Posted: 18 May 2006
Neal Maroney and Atsuyuki Naka
University of New Orleans - College of Business Administration and University of New Orleans - College of Business Administration - Department of Economics and Finance

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diversification benefits, Japanese real estate, direct real estate investment, spanning tests, mean variance frontiers

Other Papers (1)

Total Downloads: 0
1.

Consumer Sentiment, Demographics, and Downside Risk: Evidence from Passive Investment

Posted: 08 Feb 2020 Last Revised: 18 Jan 2022
Kiran Paudel, M. Kabir Hassan and Atsuyuki Naka
University of New Orleans - College of Business Administration - Department of Economics and Finance, University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration - Department of Economics and Finance

Abstract:

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CSI, Demographics, Downside Risk, Passive ETFs, Prospect Theory, Loss Aversion