Publications
by members of
Department of Agricultural Economics
Hokkaido University
Sapporo, Japan
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2007
- Nakatani, Tomoaki & Teräsvirta, Timo, 2007.
"Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models,"
SSE/EFI Working Paper Series in Economics and Finance
675, Stockholm School of Economics, revised 14 Feb 2008.
- Nakatani, Tomoaki & Teräsvirta, Timo, 2008. "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, vol. 5(2), pages 88-95, June.
- Nakatani, Tomoaki & Teräsvirta, Timo, 2007.
"Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model,"
SSE/EFI Working Paper Series in Economics and Finance
649, Stockholm School of Economics, revised 04 May 2008.
- Tomoaki Nakatani & Timo Terasvirta, 2009. "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 147-163, March.
2005
- Nakatani, Tomoaki & Sato, Kazuo, 2005. "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," SSE/EFI Working Paper Series in Economics and Finance 615, Stockholm School of Economics.
Journal articles
2009
- Tomoaki Nakatani & Timo Terasvirta, 2009.
"Testing for volatility interactions in the Constant Conditional Correlation GARCH model,"
Econometrics Journal, Royal Economic Society, vol. 12(1), pages 147-163, March.
- Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 04 May 2008.
2008
- Nakatani, Tomoaki & Teräsvirta, Timo, 2008.
"Positivity constraints on the conditional variances in the family of conditional correlation GARCH models,"
Finance Research Letters, Elsevier, vol. 5(2), pages 88-95, June.
- Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," SSE/EFI Working Paper Series in Economics and Finance 675, Stockholm School of Economics, revised 14 Feb 2008.