Presentations
Nakatsuma, Teruo
1-19 items (total 19)
2006.08
A Bayesian model averaging approach for portfolio selection
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title World Congress of the Bachelier Finance Society（Venue Tokyo, Japan） Organizer Bachelier Finance Society Dates 2006.08 - 2006.08
- Organizer
- Bachelier Finance Society
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2015.12
Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title 9th International Conference on Computational and Financial Econometrics（Venue London, U.K.） Dates 2015.12.15 - 2015.12.15
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
1999.10
Bayesian analysis of the convergence hypothesis in economic growth: a Markov mixture approach
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Conference Title 日本経済学会秋季大会（Venue 東京） Organizer 日本経済学会 Dates 1999.10 - 1999.10
- Organizer
- 日本経済学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
1999.07
A point optimal unit root test
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Conference Title 第67回日本統計学会（Venue 岡山（岡山理科大学）） Organizer 日本統計学会 Dates 1999.07 - 1999.07
- Organizer
- 日本統計学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
1998.12
Bayesian analysis of persistence in the volatility of foreign exchange rates
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Conference Title 第12回JAFEE冬季大会（Venue 慶應義塾大学矢上キャンパス） Organizer 日本金融・証券計量・工学学会 (JAFEE) Dates 1998.12 - 1998.12
- Organizer
- 日本金融・証券計量・工学学会 (JAFEE)
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2004.09
Bayesian Analysis of a Hidden Markov Mixture of GARCH Processes
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Conference Title 第72回日本統計学会（Venue 花巻（富士大学）） Organizer 日本統計学会 Dates 2004.09.06 - 2004.09.06
- Organizer
- 日本統計学会
- Invitation Status
- Without
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2000.12
Bayesian ARCH Model Selection
- Speaker
- 中妻照雄
- Conference Title
- [Conference Category International presentation] Conference Title 第4回 コロンビア大学＝JAFEE金融工学国際会議（Venue Daiichi Seimei） Organizer The Japanese Association of Financial Econometrics and Engineering Dates 2000.12 - 2000.12
- Organizer
- The Japanese Association of Financial Econometrics and Engineering
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2014.07
Bayesian hierarchical analysis of the exchange rate pass-through to Japanese domestic prices
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title International Society for Bayesian Analysis (ISBA) World Meeting 2014（Venue Cancun, Mexico） Organizer International Society for Bayesian Analysis Dates 2014.07 - 2014.07
- Organizer
- International Society for Bayesian Analysis
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Poster presentation
2010.06
A Markov Chain Monte Carlo Implementation of the Bayesian Method of Moments for Linear Regression Models
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title 9th Valencia International Meeting on Bayesian Statistics（Venue Benidorm, Spain） Dates 2010.06 - 2010.06
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Poster presentation
2007.04
Bayesian Analysis of the HMM-GARCH Model
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title International Workshop on Computational and Financial Econometrics（Venue Geneva, Switzerland） Dates 2007.04 - 2007.04
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2018.12
Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality
- Speaker
- Teruo Nakatsuma
- Conference Title
- [Conference Category International presentation] Conference Title Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality（Venue University of Pisa, Italy） Organizer 12th International Conference on Computational and Financial Econometrics Dates 2018.12.15 - 2018.12.15
- Organizer
- 12th International Conference on Computational and Financial Econometrics
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2017.12
Bayesian analysis of intraday stochastic volatility models with leverage and skew heavy-tailed error
- Speaker
- Teruo Nakatsuma
- Conference Title
- [Conference Category International presentation] Conference Title 11th International Conference on Computational and Financial Econometrics（Venue University of London, UK） Dates 2017.12.16 - 2017.12.16
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
2012.06
Bayesian risk assessment with threshold mixture extreme value models
- Speaker
- Teruo Nakatsuma
- Conference Title
- [Conference Category International presentation] Conference Title International Society for Bayesian Analysis (ISBA) World Meeting 2012（Venue Kyoto, Japan） Dates 2012.06.26 - 2012.06.26
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title 10th International Conference on Computational and Financial Econometrics（Venue University of Seville, Spain） Organizer CFEnetwork Dates 2016.12.09 - 2016.12.09
- Organizer
- CFEnetwork
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title International Society for Bayesian Analysis (ISBA) World Meeting 2016（Venue Sardinia, Italy） Organizer International Society for Bayesian Analysis (ISBA) Dates 2016.06.15 - 2016.06.15
- Organizer
- International Society for Bayesian Analysis (ISBA)
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Poster presentation
Bayesian analysis of two-piece normal regression models
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title Joint Statistical Meetings（Venue San Francisco, U.S.A.） Dates 2003.08 - 2003.08
- Organizer
- American Statistical Association
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Poster presentation
Bayesian analysis of the correlated sequential probit model
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category International presentation] Conference Title The 7th Valencia International Meeting on Bayesian Statistics（Venue Tenerife, Spain） Dates 2002.06 - 2002.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Poster presentation
Bayesian analysis of the correlated sequential probit model
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Dates 2002.06 - 2002.06
- Organizer
- 日本経済学会
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Bayesian analysis of two-piece normal regression models
- Speaker
- NAKATSUMA TERUO
- Conference Title
- [Conference Category Domestic presentation] Dates 2001.09 - 2001.09
- Organizer
- 日本統計学会
- Presentation Format
- Domestic presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)