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Information about:
Jouchi Nakajima

Personal Details | Affiliation | Works
This is information that was supplied by Jouchi Nakajima in registering through RePEc. If you are Jouchi Nakajima , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jouchi
Middle Name:
Last Name: Nakajima
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RePEc Short-ID: pna189

Email: [This author has chosen not to make the email address public]
Homepage: http://jnakajima.web.googlepages.com/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jouchi Nakajima, 2008. "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series 08-E-23, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

  2. Jouchi Nakajima & Yasuhiro Omori, 2007. "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series CIRJE-F-514, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  3. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005. "Bank Health and Investment: An Analysis of Unlisted Companies in Japan," CIRJE F-Series CIRJE-F-330, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  4. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005. "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress," CIRJE F-Series CIRJE-F-364, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  5. Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004. "Stochastic Volatility with Leverage: Fast Likelihood Inference," CIRJE F-Series CIRJE-F-297, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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Articles

  1. Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi, 2007. "Stochastic volatility with leverage: Fast and efficient likelihood inference," Journal of Econometrics, Elsevier, vol. 140(2), pages 425-449, October. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-10-15
  2. NEP-CFN: Corporate Finance (1) 2005-04-03
  3. NEP-CMP: Computational Economics (1) 2004-08-31
  4. NEP-ECM: Econometrics (3) 2004-08-31 2004-12-12 2007-09-09 Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2004-08-31 2004-12-12 2007-09-09 Author is listed
  6. NEP-FIN: Finance (3) 2004-08-31 2004-12-12 2004-12-15 Author is listed
  7. NEP-FMK: Financial Markets (2) 2005-04-03 2005-10-15 Author is listed
  8. NEP-RMG: Risk Management (1) 2004-08-31
  9. NEP-SEA: South East Asia (1) 2005-04-03
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This page was last updated on 2008-9-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.