Humanities & Social Sciences / Economic statistics

Humanities & Social Sciences / Money and finance

Data Analysis by Bayesian Statistics, 2002.08 -

Continuously Traded Options on Discretely Traded Commodity Futures Contracts, The Journal of Futures Markets, 17(6) 633-666, 1997.09

R.I.Webb,G.Iwata,K.Fujiwara,H.Sunada

Multiple Authorship (Including Foreigners)

Theory and Empirical Analysis of Hawkes Process -Application to Tokyo Gold Futures Market-, 51(2) 1-14, 2021.02

Hiroshi Sunada

Single Author

Theory and Application of Monte Carlo Filter -Application to Stochastic Conditional Duration Model -, Bulletin of Graduate School of Social & Cultural Systems at Yamagata University, 15 31-44, 2018.09

Hiroshi SUNADA

Single Author

Double Threshold GARCH model and its Application to Individual Stock Price:Bayesian Estimation and Model Selection, Bulletin of Yamagata University(Social Science), 42(2) 17-30, 2012.02

Hiroshi SUNADA

Single Author

The Oxford Handbook of Bayesian Econometrics, 2013.09

Grant-in-Aid for Scientific Research(C)，2022.04 - 2025.03

Grant-in-Aid for Scientific Research(C)，2015.10 - 2019.03

Grant-in-Aid for Scientific Research(C)，2015.04 - 2018.03