RH2012 の履歴(No.13)

• 履歴一覧
• ソース を表示
• RH2012 は削除されています。
  • 1 (2012-08-14 (火) 00:23:01)
  • 2 (2012-08-16 (木) 12:22:46)
  • 3 (2012-08-26 (日) 18:15:11)
  • 4 (2012-08-30 (木) 01:32:50)
  • 5 (2012-09-29 (土) 02:30:02)
  • 6 (2012-12-28 (金) 04:29:07)
  • 7 (2013-03-29 (金) 01:35:26)
  • 8 (2013-08-28 (水) 00:46:14)
  • 9 (2014-01-06 (月) 17:47:55)
  • 10 (2014-04-01 (火) 00:50:58)
  • 11 (2014-04-07 (月) 11:20:32)
  • 12 (2016-02-21 (日) 22:08:06)
  • 13 (2016-10-17 (月) 21:30:23)
  • 14 (2023-08-19 (土) 23:30:33)

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 "The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach," [arXiv:1202.0100] submitted.
• Mikio Ito, Akihiko Noda and Tatsuma Wada "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach") [arXiv:1203.5176] submitted.

Presentations†

Conference Presentations†

• International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
  • Western Economic Association International 10th Biennial Pacific Rim Conference in Tokyo (March 2013)
  • Japanese Economic Association 2012 Autumn Meeting at Kyushu Sangyo University (Octorber 2012)
• The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
  • Western Economic Association International 87th Annual Conference in San Francisco (June 2012)
  • Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012)

Seminar Presentations†

• International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
  • Economic Seminar at Chukyo University Institute of Economics (Octorber 2012)
• A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
  • Economics Seminar at Doshisha University (July 2012)