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Stochastic volatility with leverage: Fast and efficient likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449
Persistent link: https://www.econbiz.de/10007761426
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DUOPOLY IN THE JAPANESE AIRLINE MARKET: BAYESIAN ESTIMATION FOR THE ENTRY GAME*
SUGAWARA, SHINYA; OMORI, YASUHIRO - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 310-333
Persistent link: https://www.econbiz.de/10010014759
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News impact curve for stochastic volatility models
Takahashi, Makoto; Omori, Yasuhiro; Watanabe, Toshiaki - In: Economics letters 120 (2013) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10010119308
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PANEL DATA ANALYSIS OF JAPANESE RESIDENTIAL WATER DEMAND USING A DISCRETE/CONTINUOUS CHOICE APPROACH*
MIYAWAKI, KOJI; OMORI, YASUHIRO; HIBIKI, AKIRA - In: The Japanese economic review : the journal of the … 62 (2011) 3, pp. 365-387
Persistent link: https://www.econbiz.de/10009258546