Zobrazeno 1 - 10
of 64
pro vyhledávání: '"Katsuya Ito"'
Publikováno v:
ACS Omega, Vol 9, Iss 11, Pp 13125-13133 (2024)
Externí odkaz:
https://doaj.org/article/45ae2c46d7764c22b55448c4261978eb
Publikováno v:
Physical Review Research, Vol 4, Iss 3, p 033077 (2022)
A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and minimality requ
Externí odkaz:
https://doaj.org/article/2311eadf92c944a594ce6cd69dc73c8b
Autor:
Kei Nakagawa, Katsuya Ito
Publikováno v:
Symmetry, Vol 13, Iss 6, p 922 (2021)
The importance of proper tail risk management is a crucial component of the investment process and conditional Value at Risk (CVaR) is often used as a tail risk measure. CVaR is the asymmetric risk measure that controls and manages the downside risk
Externí odkaz:
https://doaj.org/article/dc515382622f45cbbed77a255e2fbabc
Autor:
Katsuya Ito
Publikováno v:
Letters in Spatial and Resource Sciences. 14:261-267
In this paper, using Japanese prefecture data sets for the period of 2006–2015, we attempt to empirically examine the validity of the environmental Kuznets curve (EKC) hypothesis for Japan. Overall, it is found that there is a monotonic nexus betwe
Publikováno v:
Journal of Financial Data Science; Spring2023, Vol. 5 Issue 2, p84-99, 16p
Autor:
Tomomi Takeshima, Nobuhiro Shojima, Katsuya Ito, Shotaro Maedera, Kosuke Iwasaki, Hisashi Noma, Tomohide Yamada
Publikováno v:
Current Medical Research and Opinion. 36:403-409
Aims: Some hypoglycemic therapies are associated with lower risk of cardiovascular outcomes. We investigated the incidence of cardiovascular disease among patients with type 2 diabetes using antidiabetic drugs from three classes, which were sodium–
Autor:
Ryuta Sakemoto, Katsuya Ito
Publikováno v:
Asia-Pacific Financial Markets. 27:325-342
This paper investigates the lead–lag relationships in high-frequency data. We propose multinomial dynamic time warping (MDTW) that deals with non-synchronous observation, vast data, and time-varying lead–lag. MDTW directly estimates the lead–la
Autor:
Katsuya Ito, Kei Nakagawa
Publikováno v:
Symmetry, Vol 13, Iss 922, p 922 (2021)
Symmetry
Volume 13
Issue 6
Symmetry
Volume 13
Issue 6
The importance of proper tail risk management is a crucial component of the investment process and conditional Value at Risk (CVaR) is often used as a tail risk measure. CVaR is the asymmetric risk measure that controls and manages the downside risk
Autor:
Katsuya Ito
Publikováno v:
Post-Communist Economies. 31:500-506
In this article, using the VECM model we attempt to empirically examine the Dutch disease effect of remittances in Georgia. The analyses are based on quarterly data covering the years 2000–2016. It...
Autor:
Katsuya Ito
Publikováno v:
International Economic Journal. 33:1-8
In this paper, using the GMM technique we attempt to empirically investigate the Dutch disease effect of remittances. The analyses are based on an annual balanced panel data set for 18 developing c...