HAMORI Shigeyuki

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HAMORI ShigeyukiProfessor

Research Interest

applied time series analysis, financial econometrics, data science

Main Publications
  1. Bhar, R. and Hamori, S. (2005), Empirical Techniques in Finance, Springer: Berlin.
  2. Bhar, R. and Hamori, S. (2004), Hidden Markov Models, Kluwer Academic Publishers: Boston.
  3. Tamakoshi, G. and Hamori, S. (2015) The European Sovereign Debt Crisis and Its Impacts on Financial Markets, Routledge: London.
  4. Tian, S. and Hamori, S. (2015) Modeling interest rate volatility: A Realized GARCH approach, Journal of Banking & Finance, Vol.61, pp.158-171.
Directory of Researchers in Kobe University

Directory of Researchers in Kobe University

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