Yasuhiro Omori
Professor
Graduate School of Economics
The University of Tokyo
Japan
Biography
"Prof/Dr. Yasuhiro OMORI is currently working as Professor, Graduate School of Economics , The University of Tokyo, Japan. He has successfully completed his Administrative responsibilities as Professor. His research has included Econometrics, Bayesian Statistics."
Research Interest
Econometrics, Bayesian Statistics.
Publications
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Ishihara T, Omori Y. Multivariate Stochastic Volatility Model with Cross Leverage. InProceedings of COMPSTAT'2010 2010 Nov 8 (pp. 315-323). Physica-Verlag HD.
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Omori Y, Johnson RA. The influence of random effects on univariate and bivariate discrete proportional hazards models. Communications in Statistics—Theory and Methods. 2006 Sep 1;35(9):1757-64.
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Watanabe T, Omori Y. A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997). Biometrika. 2004 Mar 1:246-8.
