Browsing All of EconStor by Author Hamori, Shigeyuki


Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2018Bank credit and housing prices in China: Evidence from a TVP-VAR Model with stochastic volatilityHe, Xie; Cai, Xiao Jing; Hamori, Shigeyuki
2018Modeling the dependence structure of share prices among three Chinese city banksLiu, Guizhou; Cai, Xiao Jing; Hamori, Shigeyuki
2018Ensemble learning or deep learning? Application to default risk analysisHamori, Shigeyuki; Kawai, Minami; Kume, Takahiro; Murakami, Yuji; Watanabe, Chikara
2018Predicting currency crises: A novel approach combining random forests and wavelet transformXu, Lei; Kinkyo, Takuji; Hamori, Shigeyuki
2019Empirical financeHamori, Shigeyuki
2019Conditional dependence between oil prices and exchange rates in BRICS countries: An application of the copula-GARCH modelHe, Yijin; Hamori, Shigeyuki
2019Can we forecast daily oil futures prices? Experimental evidence from convolutional neural networksLuo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; Takiguchi, Tetsuya; Kinkyo, Takuji; Hamori, Shigeyuki
2020Empirical analysis of natural gas marketsAnderson, David A.; Hamori, Shigeyuki
2020The predictability of the exchange rate when combining machine learning and fundamental modelsZhang, Yuchen; Hamori, Shigeyuki
2020Empirical financeHamori, Shigeyuki
2020Diversification and desynchronicity: An organizational portfolio perspective on corporate risk reductionShao, Xue-Feng; Guliamos, Kōstas Iō.; Luo, Ben Nan-Feng; Hamori, Shigeyuki; Satchell, Stephen; Yue, Xiao-Guang; Qiu, Jane XJ
2020Recent advancements in section 'financial technology and innovation'Hamori, Shigeyuki
2020AI and financial marketsHamori, Shigeyuki; Takiguchi, Tetsuya
2021ESG disclosures and stock price crash riskMurata, Rio; Hamori, Shigeyuki
2021New 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