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Details about Tomoaki Nakatani

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Workplace:Department of Economic Statistics, Handelshögskolan i Stockholm (Stockholm School of Economics), (more information at EDIRC)
Department of Agricultural Economics, Hokkaido University, (more information at EDIRC)

Access statistics for papers by Tomoaki Nakatani.

Last updated 2013-07-22. Update your information in the RePEc Author Service.

Short-id: pna295


Jump to Journal Articles

Working Papers

2008

  1. Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Finance Research Letters (2008)
  2. Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (3)
    See also Journal Article in Econometrics Journal (2009)

2005

  1. Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics

Journal Articles

2009

  1. Testing for volatility interactions in the Constant Conditional Correlation GARCH model
    Econometrics Journal, 2009, 12, (1), 147-163 Downloads View citations (39)
    See also Working Paper (2008)

2008

  1. Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
    Finance Research Letters, 2008, 5, (2), 88-95 Downloads View citations (22)
    See also Working Paper (2008)
 
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