Yuta Kurose. Simulation of truncated and unimodal gamma distributions. Journal of Statistical Computation and Simulation. 2023
Yuta Kurose. Bayesian GARCH modeling for return and range. Economics Bulletin. 2022. 42
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