Nakakita M, Nakatsuma T. Hierarchical Bayesian analysis of racehorse running ability and jockey skills. International Journal of Computer Science in Sport. 2023. 22. 2. 1-25
Toyabe T, Nakatsuma T. Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information. Journal of Risk and Financial Management. 2022. 15. 10
Oya S, Nakatsuma T. A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors. Japanese Journal of Statistics and Data Science. 2022. 5. 1. 149-164
Saito W, Nakatsuma T. Hierarchical Bayesian hedonic regression analysis of Japanese rice wine: is the price right?. International Journal of Wine Business Research. 2022. 35. 2. 256-277
Nakakita, Makoto, Nakatsuma, Teruo. Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors. Journal of Risk and Financial Management. 2021. 14. 4. 145
Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality
(Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality 2018)
Bayesian analysis of intraday stochastic volatility models with leverage and skew heavy-tailed error
(11th International Conference on Computational and Financial Econometrics 2017)
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
(10th International Conference on Computational and Financial Econometrics 2016)
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
(International Society for Bayesian Analysis (ISBA) World Meeting 2016 2016)
Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets
(9th International Conference on Computational and Financial Econometrics 2015)
