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Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage

Japanese economic review (Oxford, England), 2017-03, Vol.68 (1), p.63-94

2017

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A panel vector autoregression analysis for the dynamics of medical and long‐term care expenditures

Health economics, 2024-04, Vol.33 (4), p.748-763

2024

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Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.3674-3689

2012

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Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage: Portfolio Optimization using Dynamic Factor and Stochastic Volatility

Japanese economic review (Oxford, England), 2017-03, Vol.68 (1), p.63-94

2017

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Matrix exponential stochastic volatility with cross leverage

Computational statistics & data analysis, 2016-08, Vol.100, p.331-350

2016

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Health Status and Repeated Multiple Treatments in Long-Term Care: A Panel Structural Var Analysis

SSRN Electronic Journal

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Multivariate Stochastic Volatility Model with Cross Leverage

Proceedings of COMPSTAT'2010, p.315-323

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Multivariate Stochastic Volatility Models

Handbook of Volatility Models and Their Applications, 2012, p.175-197

2012

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Surgical intervention for non-small-cell lung cancer with minimal malignant pleural effusion

Surgery today (Tokyo, Japan), 2023-06, Vol.53 (6), p.655-662

2023

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Crescentic glomerulonephritis induced by anti‐vascular endothelial growth factor receptor 2 antibody

Nephrology (Carlton, Vic.), 2022-04, Vol.27 (4), p.384-385

2022

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Production of arachidonic acid by filamentous fungus, Mortierella alliacea strain YN‐15

Journal of the American Oil Chemists' Society, 2001-06, Vol.78 (6), p.599-604

2001

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Nonparasitic Solitary Giant Hepatic Cyst Causing Obstructive Jaundice was Successfully Treated with Monoethanolamine Oleate

Internal Medicine, 2006, Vol.45(9), pp.621-625

2006

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The 1st Kantou Symposium on Respiratory Mycosis: Autopsy case of invasive mucormycoses manifested as breakthrough infection

Japanese journal of antibiotics, 2009-02, Vol.62 (1), p.53-68

2009

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PROPOSAL OF ARTIFICIAL ISLAND CONSTRUCTION PROJECTS FOCUSING ON THE FUNCTION AND REGIONALITY

Journal of Japan Society of Civil Engineers, Ser. B3 (Ocean Engineering), 2012, Vol.68(2), pp.I_414-I_419

2012

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POST PROJECT REVIEW AND EVALUATION OF JAPANESE ARTIFICIAL ISLAND

Journal of Japan Society of Civil Engineers, Ser. B3 (Ocean Engineering), 2012, Vol.68 (2), p.I_408-I_413

2012

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PROPOSAL OF ARTIFICIAL ISLAND CONSTRUCTION PROJECTS FOCUSING ON THE FUNCTION AND REGIONALITY

Journal of Japan Society of Civil Engineers, Ser. B3 (Ocean Engineering), 2012, Vol.68 (2), p.I_414-I_419

2012

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POST PROJECT REVIEW AND EVALUATION OF JAPANESE ARTIFICIAL ISLAND

Journal of Japan Society of Civil Engineers, Ser. B3 (Ocean Engineering), 2012, Vol.68(2), pp.I_408-I_413

2012

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人工島建設プロジェクトの事例分析と評価

土木学会論文集B3（海洋開発）, 2012, Vol.68(2), pp.I_408-I_413

2012

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機能と地域性に着目した人工島建設プロジェクトの提案

土木学会論文集B3（海洋開発）, 2012, Vol.68(2), pp.I_414-I_419

2012

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TYPE IV GLYCOGENOSIS - A STUDY OF TWO CASES

Acta pathologica japonica, 1975-09, Vol.25 (5), p.613-633

1975

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Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage

A panel vector autoregression analysis for the dynamics of medical and long‐term care expenditures

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors

Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage: Portfolio Optimization using Dynamic Factor and Stochastic Volatility

Matrix exponential stochastic volatility with cross leverage

Health Status and Repeated Multiple Treatments in Long-Term Care: A Panel Structural Var Analysis

Multivariate Stochastic Volatility Model with Cross Leverage

Multivariate Stochastic Volatility Models

Surgical intervention for non-small-cell lung cancer with minimal malignant pleural effusion

Crescentic glomerulonephritis induced by anti‐vascular endothelial growth factor receptor 2 antibody

Production of arachidonic acid by filamentous fungus, Mortierella alliacea strain YN‐15

Nonparasitic Solitary Giant Hepatic Cyst Causing Obstructive Jaundice was Successfully Treated with Monoethanolamine Oleate

The 1st Kantou Symposium on Respiratory Mycosis: Autopsy case of invasive mucormycoses manifested as breakthrough infection

PROPOSAL OF ARTIFICIAL ISLAND CONSTRUCTION PROJECTS FOCUSING ON THE FUNCTION AND REGIONALITY

POST PROJECT REVIEW AND EVALUATION OF JAPANESE ARTIFICIAL ISLAND

PROPOSAL OF ARTIFICIAL ISLAND CONSTRUCTION PROJECTS FOCUSING ON THE FUNCTION AND REGIONALITY

POST PROJECT REVIEW AND EVALUATION OF JAPANESE ARTIFICIAL ISLAND

人工島建設プロジェクトの事例分析と評価

機能と地域性に着目した人工島建設プロジェクトの提案

TYPE IV GLYCOGENOSIS - A STUDY OF TWO CASES

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