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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10001228922
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On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10001187762
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On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
Hamori, Shigeyuki - In: Financial engineering and the Japanese markets 2 (1995) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001187911
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Recent advancements in section "financial technology and innovation"
Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 13 (2020) 12/308, pp. 1-2
Persistent link: https://www.econbiz.de/10012392482
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Trade balances and the terms of trade in G-7 countries : penal cointegration approach
Hamori, Shigeyuki - In: Applied econometrics and international development 8 (2008) 2, pp. 13-22
Persistent link: https://www.econbiz.de/10008661066
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10004784795
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Trade balances and the terms of trade in G-7 countries : penal cointegration approach
Hamori, Shigeyuki - In: Applied econometrics and international development 8 (2008) 2, pp. 13-22
Persistent link: https://www.econbiz.de/10009879554
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10009934205
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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10009934210
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Empirical finance
Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 13 (2020) 1/6, pp. 1-3
The research field related to finance has made great progress in recent years due to the development of information processing technology and the availability of large-scale data. This special issue is a collection of 16 articles on empirical finance and one book review. The content is six...
Persistent link: https://www.econbiz.de/10012173272