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J-GLOBAL ID:200901085393256048   Update date: Oct. 17, 2024

HISASHI TANIZAKI

タニザキ ヒサシ | HISASHI TANIZAKI
Affiliation and department:
Job title: Professor
Research field  (1): Economic statistics
Research keywords  (2): 計量経済学 統計学 ,  Econometrics Statistics
Research theme for competitive and other funds  (11):
  • 2022 - 2027 株価・金利・為替・ビットコインの変動要因の推定・検定に関する研究
  • 2017 - 2022 On estimation of state space model without specifying transition equation: taking an example of stock return volatility
  • 2011 - 2016 Computer-Intensive Statistical Methods and their Applications in Econometrics
  • 2008 - 2012 Bayesian modeling for actuary and finance
  • 2006 - 2009 Semiparametric Econometrics based on moment conditions-theory and applications
Show all
Papers (69):
  • Luyao Ju, Hisashi Tanizaki. Bidirectional Volatility Spillovers between Spot and Futures Markets: A Comparative Analysis of CSI 300 and CSI 500 Indexes. Business, Management and Economics: Research Progress Vol. 5. 2024. 1-18
  • Luyao Ju, Hisashi Tanizaki. Public holidays effects on volatility in Shanghai stock exchange market. International Journal of Asian Social Science. 2024. 14. 6. 161-169
  • Amane Saito, Hisashi Tanizaki. Volatility and returns of ESG indices: evidence from Japan. SN Business & Economics. 2024. 4. 3
  • Zhaoying Lu, Hisashi Tanizaki. The response of gold to the COVID-19 pandemic. Studies in Economics and Finance. 2023. 40. 5. 859-877
  • Guo Xi Duan, Hisashi Tanizaki. A Study on Market Efficiency with the Indexes of SSEC and SZSEC of China. Journal of Asian Finance, Economics and Business. 2022. 9. 9. 1-8
more...
MISC (6):
  • Tanizaki Hisashi. On Volatility and Interdependency of Stock Price, Exchange Rate and Interest Rate Using Nonparametric Estimation. Journal of economics and business administration. 2010. 201. 3. 15-28
  • TANIZAKI Hisashi, ZHANG Xingyuan. Monte Carlo EM in Heterogeneous Count Data Models. 2001. 69. 1-1
  • 谷崎 久志, 張 星源. A-1 MCEMによる不均一性カウントモデルの推定(マルコフ連鎖モンテカルロシミュレーションを用いた実証分析)(日本統計学会第69回大会記録). 日本統計学会誌. 2001. 31. 3. 385-385
  • Tanizaki Hisashi. A Significance Test for Regression Models : A Distribution-Free Test. Journal of economics and business administration. 2000. 182. 6. 49-61
  • 谷[サキ] 久志. 計量経済学の考え方. 経済学・経営学学習のために. 1996. 1996. 0. 45-51
more...
Books (10):
  • 現代経済学の潮流 2023
    一般社団法人 日本経済学会(J-STAGEオンライン出版 https://www.jstage.jst.go.jp/browse/keizaigakuchoryu/2023/0/_contents/-char/ja) 2023
  • 計量経済学
    新世社,サイエンス社 (発売) 2023 ISBN:9784883843701
  • 統計学
    ミネルヴァ書房 2021 ISBN:9784623087969
  • The Power-Saving Behavior of Households: How Should We Encourage Power Saving?
    2018
  • 基本統計学(第3版)
    東洋経済新報社 2010 ISBN:9784492470831
more...
Professional career (2):
  • Ph. D.(ペンシルバニア大学)
  • 経済学修士(神戸大学)
Awards (1):
  • 2005 - 第23回 村尾育英会学術奨励賞
Association Membership(s) (2):
日本経済学会 ,  日本統計学会
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