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Search: person:"TANIGUCHI, MASANOBU"
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Estimation theory
8
Schätztheorie
8
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7
Theory
7
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6
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6
Portfolio selection
4
Portfolio-Management
4
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Taniguchi, Masanobu
69
Amano, Tomoyuki
8
Shiraishi, Hiroshi
7
Hirukawa, Junichi
6
Puri, Madan L.
6
Ogata, Hiroaki
4
Tamaki, Kenichiro
4
Chandra, S. Ajay
3
Nakamura, Shisei
3
Puri, Madan Lal
3
Shiohama, Takayuki
3
TANIGUCHI, MASANOBU
3
Taniai, Hiroyuki
3
Choi, In-Bong
2
Hallin, Marc
2
Kakizawa, Yoshihide
2
Liu, Yan
2
Maekawa, Koichi
2
Monti, Anna Clara
2
Sakiyama, Kenji
2
Suto, Nobuyuki
2
Usami, Takashi
2
VanGarderen, Kees Jan
2
Veredas, David
2
Akashi, Fumiya
1
Asai, Kohei
1
Chandra, S.
1
Chandra, S.Ajay
1
Chen, Cathy
1
Choi, In-bong
1
Choy, Kokyo
1
DiCiccio, Thomas J.
1
Fujikoshi, Yasunori
1
Garderen, Kees Jan van
1
Goto, Yuichi
1
Ishioka, Takahide
1
Kanai, Hiroomi
1
Kase, Takehiro
1
Kato, Shogo
1
Kawamura, Shunsuke
1
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
4
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Econometric theory
9
Journal of Multivariate Analysis
7
Journal of Time Series Analysis
7
Econometric Theory
5
ULB Institutional Repository
4
Annals of the Institute of Statistical Mathematics
3
Annals of the Institute of Statistical Mathematics : AISM
3
Journal of econometrics
3
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3
Statistics & Probability Letters
3
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3
Journal of Econometrics
2
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2
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2
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1
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Journal of the American Statistical Association : JASA
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Metron - International Journal of Statistics
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Scandinavian Journal of Statistics
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Source
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RePEc
39
ECONIS (ZBW)
18
OLC EcoSci
10
Other ZBW resources
4
USB Cologne (EcoSocSci)
1
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1
Robust causality test of infinite variance processes
Akashi, Fumiya
;
Taniguchi, Masanobu
;
Monti, Anna Clara
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10012439690
Saved in:
2
Statistical portfolio estimation
Taniguchi, Masanobu
;
Shiraishi, Hiroshi
;
Hirukawa, Junichi
-
2018
Persistent link: https://www.econbiz.de/10011669679
Saved in:
3
Models for circular data from time series spectra
Taniguchi, Masanobu
;
Kato, Shogo
;
Ogata, Hiroaki
; …
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 808-829
Persistent link: https://www.econbiz.de/10012283135
Saved in:
4
Robust portfolio estimation under skew-normal return processes
Taniguchi, Masanobu
;
Petkovic, Alexandre
;
Kase, Takehiro
; …
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1091-1112
Persistent link: https://www.econbiz.de/10011419752
Saved in:
5
Robustness of Zero Crossing Estimator
Goto, Yuichi
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 815-830
Persistent link: https://www.econbiz.de/10012094987
Saved in:
6
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
Liu, Yan
;
Xue, Yujie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 229-248
Persistent link: https://www.econbiz.de/10012095013
Saved in:
7
Statistical inference for financial engineering
Taniguchi, Masanobu
;
Amano, Tomoyuki
;
Ogata, Hiroaki
; …
-
2014
Persistent link: https://www.econbiz.de/10010479172
Saved in:
8
Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series
Liu, Yan
;
Tamura, Yurie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 402-416
Persistent link: https://www.econbiz.de/10012094920
Saved in:
9
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
10
Control variate method for stationary processes
Amano, Tomoyuki
;
Taniguchi, Masanobu
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 20-29
Persistent link: https://www.econbiz.de/10009374504
Saved in:
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