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Affiliation
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Faculty of Economics (Mita)
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Position
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Professor
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Nakatsuma, Teruo
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一橋大学経済研究所 ,専任講師
一橋大学経済研究所 ,専任講師
大学専任講師(経済学部)
大学専任講師(経済学部)
大学准教授(経済学部)
University of Tsukuba, 第3学群社会工学類
University of Tsukuba, 第3学群社会工学類
University, Graduated
University of Tsukuba, Graduate School, Division of Social Engineering
University of Tsukuba, Graduate School, Division of Social Engineering
Graduate School, Completed, Master's course
Rutgers University, Graduate School of Economics, Econometrics
United States
Humanities & Social Sciences / Economic statistics (Econometrics)
Humanities & Social Sciences / Economic statistics (Econometrics)
Informatics / Statistical science (Bayesian Statistics)
Informatics / Statistical science (Bayesian Statistics)
Pythonによる計量経済学入門
中妻照雄, 朝倉書店, 2020.11, Page: 214
フィンテックの経済学
嘉治佐保子, 中妻照雄, 福原正大, 慶應義塾大学出版会, 2019.08, Page: 292
Pythonによるベイズ統計学入門
中妻照雄, 朝倉書店, 2019.04, Page: 214
Pythonによるファイナンス入門
中妻照雄, 朝倉書店, 2018.02, Page: 168
実践ベイズ統計学
NAKATSUMA TERUO, 朝倉書店, 2013.01
Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information
Toyabe T, Nakatsuma T
Journal of Risk and Financial Management (Journal of Risk and Financial Management) 15 ( 10 ) 2022.10
Oya S, Nakatsuma T
Japanese Journal of Statistics and Data Science (Japanese Journal of Statistics and Data Science) 5 ( 1 ) 149 - 164 2022.07
Hierarchical Bayesian hedonic regression analysis of Japanese rice wine: is the price right?
Saito W., Nakatsuma T.
International Journal of Wine Business Research (International Journal of Wine Business Research) 2022
ISSN 17511062
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors
Nakakita, Makoto and Nakatsuma, Teruo
Journal of Risk and Financial Management 14 ( 4 ) 145 2021.03
Research paper (scientific journal), Joint Work, Accepted
Volatility forecasts using stochastic volatility models with nonlinear leverage effects
McAlinn K, Ushio A, Nakatsuma T
Journal of Forecasting (Journal of Forecasting) 39 ( 2 ) 143 - 154 2020.03
Research paper (scientific journal), Joint Work, Accepted, ISSN 02776693
Study on high-frequency price-discovery processes of financial assets in data-driven approach
Nakatsuma, Teruo
科学研究費補助金研究成果報告書 2018
Bayesian analysis via Markov chain Monte Carlo : applications to regression models
Nakatsuma, Teruo
Keio journal of economics (慶應義塾経済学会) 94 ( 4 ) 745(181) - 771(207) 2002.01
ISSN 00266760
Comment on “Why Fintech Is Not Changing Japanese Banking”
Nakatsuma T
Asian Economic Policy Review (Asian Economic Policy Review) 17 ( 2 ) 313 - 314 2022.07
ISSN 18328105
Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality
Teruo Nakatsuma
Bayesian analysis of intraday stochastic volatility models with skew heavy-tailed error and smoothing spline seasonality (University of Pisa, Italy) ,
Oral presentation (general), 12th International Conference on Computational and Financial Econometrics
Bayesian analysis of intraday stochastic volatility models with leverage and skew heavy-tailed error
Teruo Nakatsuma
11th International Conference on Computational and Financial Econometrics (University of London, UK) ,
Oral presentation (general)
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
NAKATSUMA TERUO
10th International Conference on Computational and Financial Econometrics (University of Seville, Spain) ,
Oral presentation (general), CFEnetwork
Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
NAKATSUMA TERUO
International Society for Bayesian Analysis (ISBA) World Meeting 2016 (Sardinia, Italy) ,
Poster presentation, International Society for Bayesian Analysis (ISBA)
Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets
NAKATSUMA TERUO
9th International Conference on Computational and Financial Econometrics (London, U.K.) ,
Oral presentation (general)
Bayesian Time Series Analysis of Limit Order Processes in Financial Markets
MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal investigator
データ駆動型アプローチによる高頻度での金融資産価格形成メカニズムの研究
MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal investigator
THEORY AND PRACTICE OF FINTECH
2022
STARTUPS AND BUSINESS INNOVATION
2022
SEMINAR: ECONOMETRICS
2022
RESEARCH SEMINAR D
2022
RESEARCH SEMINAR C
2022
ECONOMETRICS
Keio University
STARTUPS AND BUSINESS INNOVATION
Keio University
INTRODUCTION TO DATA-DRIVEN FINANCE
Keio University
SEMINAR: ECONOMETRICS
Keio University
GENERAL EDUCATION SEMINAR
Keio University