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Causality in variance and the type of traders in crude oil futures
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Energy economics 27 (2005) 3, pp. 527-539
Persistent link: https://www.econbiz.de/10002891824
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An empirical analysis of the efficiency of the Osaka rice market during Japan's Tokugawa era
Hamori, Shigeyuki; Hamori, Naoko; Anderson, David A. - In: The journal of futures markets 21 (2001) 9, pp. 861-874
Persistent link: https://www.econbiz.de/10001595314
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Seasonal integration for daily data
Tokihisa, Akira; Hamori, Shigeyuki - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001596580
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162
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Alternative characterization of the volatility in the growth rate of real GDP
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 15 (2003) 2, pp. 223-231
Persistent link: https://www.econbiz.de/10001745131
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Some international evidence on the stability of aggregate import demand function
Matsubayashi, Yoichi; Hamori, Shigeyuki - In: Applied economics 35 (2003) 13, pp. 1497-1504
Persistent link: https://www.econbiz.de/10001804612
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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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Hidden Markov models : applications to financial economics
Bhar, Ramaprasad; Hamori, Shigeyuki - 2004
Persistent link: https://www.econbiz.de/10001999100
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Real wage behavior in the United States, Britain and Japan : an ARCH approach
Hamori, Shigeyuki; Anderson, David A. - In: Current politics and economics of Asia 9 (2000) 4, pp. 241-251
Persistent link: https://www.econbiz.de/10002040291
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Seasonality and purchasing power parity
Hamori, Shigeyuki; Tokihisa, Akira - In: Current politics and economics of Asia 9 (2000) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10002040328