HAMORI Shigeyuki

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HAMORI ShigeyukiProfessor

Research Interest

Statistical analysis of economic time series data

Main Publications
  1. "Empirical Techniques in Finance," (Springer, 2005) (with Ramaprasad Bhar)
  2. "R&D Policy in a Volatile Economy," Journal of Economic Dynamics and Control, 2009 (October), vol.33, issue 10, pp.1761-1778.
  3. "Hidden Markov Models: Applications to Financial Markets," (Kluwer Academic Publishers, 2004) (with Ramaprasad Bhar)
  4. "An Empirical Investigation of Stock Markets: The CCF Approach," (Kluwer Academic Publishers, 2003)
Directory of Researchers in Kobe University

Directory of Researchers in Kobe University