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The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms
Tanizaki, Hisashi - In: Economics letters 31 (1989) 2, pp. 145-149
Persistent link: https://www.econbiz.de/10001078162
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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
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Test of C-CAPM for Japan : 1980 - 1988
Hamori, Shigeyuki - In: Economics letters 38 (1992) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10001122975
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Test of the international equity integration of Japan
Hamori, Shigeyuki - In: Economics letters 42 (1993) 1, pp. 71-76
Persistent link: https://www.econbiz.de/10001149226
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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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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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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. 157-166
Persistent link: https://www.econbiz.de/10006758684
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Random forests-based early warning system for bank failures
Tanaka, Katsuyuki; Kinkyō, Takuji; Hamori, Shigeyuki - In: Economics letters 148 (2016), pp. 118-121
Persistent link: https://www.econbiz.de/10011619980