Yuta Kurose. Simulation of truncated and unimodal gamma distributions. Journal of Statistical Computation and Simulation. 2024. 94. 5. 996-1015
Yuta Kurose. Bayesian GARCH modeling for return and range. Economics Bulletin. 2022. 42. 3. 1717-1727
Yuta Kurose, Yasuhiro Omori. Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. Econometrics and Statistics. 2020. 13. 46-68
Yuta Kurose, Yasuhiro Omori. Bayesian analysis of time-varying quantiles using a smoothing spline. Journal of the Japan Statistical Society. 2012. 42. 1. 23-46