Nakakita M., Toyabe T., Kubota N., Saito W., Nakatsuma T. An analytical study of worker well-being and COVID-19 impact using Bayesian panel modeling. Healthcare Analytics. 2025. 8
Ducroux M., Franzese G., Hamahira M., Nakakita M., Nakatsuma T., Pagani A., Saito W., Toyabe T. Blockchain-Based Digital Vouchers as a Key Driver for Japanese Regional Tourism. Smart Innovation Systems and Technologies. 2025. 441 SIST. 199-212
Nakakita M., Toyabe T., Nakatsuma T. Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. Mathematics. 2025. 13. 16
Makoto Nakakita, Sakae Oya, Naoki Kubota, Tomoki Toyabe, Teruo Nakatsuma. Relationships Between Self-Esteem and Personal Attributes, Income, Consumption, and Assets: Japanese Panel Study. European Journal of Investigation in Health, Psychology and Education. 2025. 15. 5. 78
Makoto Nakakita, Naoki Kubota, Tomoki Toyabe, Sakae Oya, Teruo Nakatsuma. Panel Data Analysis of Socioeconomic Factors and COVID-19’s Impact on Drinking Habits: Evidence from a Japanese Survey. International Journal of Environmental Research and Public Health. 2025. 22. 5. 663
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)
