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Tomoaki Nakatani

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

Personal Details

First Name: Tomoaki
Middle Name:
Last Name: Nakatani
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RePEc Short-ID: pna295

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Affiliation

(50%) Department of Economic Statistics
Handelshögskolan i Stockholm
Location: Stockholm, Sweden
Homepage: http://www.hhs.se/CES/
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Phone: +46-8-736 90 00
Fax: +46 8 34 81 61
Postal: Box 6501, S-113 83 STOCKHOLM
Handle: RePEc:edi:dshhsse (more details at EDIRC)
(50%) Department of Agricultural Economics
Hokkaido University
Location: Sapporo, Japan
Homepage: http://www.agr.hokudai.ac.jp/agecon/
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Handle: RePEc:edi:dajokjp (more details at EDIRC)

Works

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Working papers

  1. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," Working Paper Series in Economics and Finance, Stockholm School of Economics 675, Stockholm School of Economics, revised 15 Nov 1007.
  2. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," Working Paper Series in Economics and Finance, Stockholm School of Economics 649, Stockholm School of Economics, revised 24 Jan 2007.
  3. Nakatani, Tomoaki & Sato, Kazuo, 2005. "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," Working Paper Series in Economics and Finance, Stockholm School of Economics 615, Stockholm School of Economics.

Articles

  1. Tomoaki Nakatani & Timo Terasvirta, 2009. "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 12(1), pages 147-163, 03.
  2. Nakatani, Tomoaki & Teräsvirta, Timo, 2008. "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, Elsevier, vol. 5(2), pages 88-95, June.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CUL: Cultural Economics (1) 2005-12-09. Author is listed
  2. NEP-ECM: Econometrics (2) 2007-01-13 2007-11-24. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2007-01-13 2007-11-24. Author is listed
  4. NEP-TUR: Tourism Economics (1) 2005-12-09. Author is listed

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