Browsing All of EconStor by Author Hamori, Shigeyuki
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2018 | Bank credit and housing prices in China: Evidence from a TVP-VAR Model with stochastic volatility | He, Xie; Cai, Xiao Jing; Hamori, Shigeyuki |
2018 | Modeling the dependence structure of share prices among three Chinese city banks | Liu, Guizhou; Cai, Xiao Jing; Hamori, Shigeyuki |
2018 | Ensemble learning or deep learning? Application to default risk analysis | Hamori, Shigeyuki; Kawai, Minami; Kume, Takahiro; Murakami, Yuji; Watanabe, Chikara |
2018 | Predicting currency crises: A novel approach combining random forests and wavelet transform | Xu, Lei; Kinkyo, Takuji; Hamori, Shigeyuki |
2019 | Empirical finance | Hamori, Shigeyuki |
2019 | Conditional dependence between oil prices and exchange rates in BRICS countries: An application of the copula-GARCH model | He, Yijin; Hamori, Shigeyuki |
2019 | Can we forecast daily oil futures prices? Experimental evidence from convolutional neural networks | Luo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; Takiguchi, Tetsuya; Kinkyo, Takuji; Hamori, Shigeyuki |
2020 | Empirical analysis of natural gas markets | Anderson, David A.; Hamori, Shigeyuki |
2020 | The predictability of the exchange rate when combining machine learning and fundamental models | Zhang, Yuchen; Hamori, Shigeyuki |
2020 | Empirical finance | Hamori, Shigeyuki |
2020 | Diversification and desynchronicity: An organizational portfolio perspective on corporate risk reduction | Shao, Xue-Feng; Guliamos, Kōstas Iō.; Luo, Ben Nan-Feng; Hamori, Shigeyuki; Satchell, Stephen; Yue, Xiao-Guang; Qiu, Jane XJ |
2020 | Recent advancements in section 'financial technology and innovation' | Hamori, Shigeyuki |
2020 | AI and financial markets | Hamori, Shigeyuki; Takiguchi, Tetsuya |
2021 | ESG disclosures and stock price crash risk | Murata, Rio; Hamori, Shigeyuki |
2021 | New dataset for forecasting realized volatility: Is the Tokyo stock exchange co-location dataset helpful for expansion of the heterogeneous autoregressive model in the Japanese stock market? | Higashide, Takuo; Tanaka, Katsuyuki; Kinkyo, Takuji; Hamori, Shigeyuki |