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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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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
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004
Persistent link: https://www.econbiz.de/10002396452
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
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Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; … - 2009
Persistent link: https://www.econbiz.de/10003908068
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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. 365-386
Persistent link: https://www.econbiz.de/10009506854
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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/10009760436
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News impact curve for stochastic volatility models
Takahashi, Makoto; Omori, Yasuhiro; Watanabe, Toshiaki - 2012
Persistent link: https://www.econbiz.de/10009618591
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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. 310-332
Persistent link: https://www.econbiz.de/10009666593