MTVEML2013 のバックアップソース(No.2)

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  • 1 (2013-03-29 (金) 01:33:43)
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#contents

*Dataset [#gc3f9a1a]
All data and programs used for this research project are available on request.

*Publications [#zccbb659]
**Published in Refereed Journals [#xde719d4]

**Works in Progress [#qf1589d0]
-Mikio Ito, Akihiko Noda and Tatsuma Wada "Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach."
-Kiyotaka Maeda and Akihiko Noda "Measuring the Time-Varing Market Efficiency of the Dojima Rice Futures Market in Prewar Japan."

*Presentations [#f532ef9f]

**Conference Presentations [#bb29a845]

-Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Western Economic Association International 88th Annual Conference in Seattle (June 2013, scheduled).
--Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013, scheduled).
-Measuring the Time-Varing Market Efficiency of the Dojima Rice Futures Market in Prewar Japan

**Seminar Presentations [#m32e7fc9]