黒瀬雄大 (Yuta Kurose) - 論文

論文

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Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity

Yuta Kurose, Yasuhiro Omori

Econometrics and Statistics 13 46 - 68 2018年査読有り
Dynamic equicorrelation stochastic volatility

Yuta Kurose, Yasuhiro Omori

COMPUTATIONAL STATISTICS & DATA ANALYSIS 100 795 - 813 2016年8月査読有り
Bayesian analysis of time-varying quantiles using a smoothing spline

Yuta Kurose, Yasuhiro Omori

Journal of the Japan Statistical Society 42(1) 23 - 46 2012年6月査読有り