MTVEML2013 のバックアップ(No.2)

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  • 1 (2013-03-29 (金) 01:33:43)
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Dataset†

All data and programs used for this research project are available on request.

Publications†

Published in Refereed Journals†

Works in Progress†

• 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†

Conference Presentations†

• 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†