Details about Tomoaki Nakatani

Access statistics for papers by Tomoaki Nakatani.

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

Short-id: pna295

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 Positivity constraints on the conditional variances in the family of conditional correlation GARCH models, Finance Research Letters, Elsevier (2008) View citations (23) (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 View citations (4)
   See also Journal Article Testing for volatility interactions in the Constant Conditional Correlation GARCH model, Econometrics Journal, Royal Economic Society (2009) View citations (53) (2009)

2005

3. 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 View citations (53)
   See also Working Paper Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model, SSE/EFI Working Paper Series in Economics and Finance (2008) View citations (4) (2008)

2008

2. Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
   Finance Research Letters, 2008, 5, (2), 88-95 View citations (23)
   See also Working Paper Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models, SSE/EFI Working Paper Series in Economics and Finance (2008) (2008)