Provably-Convergent Iterative Methods for Projective Structure from Motion. - Shyjan Mahamud; Martial Hebert; Yasuhiro Omori; Jean Ponce (CVPR (1), 2001)

Special Issue on Statistical and Computational Methods in Finance. - Alessandra Amendola; David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Yasuhiro Omori; Eric Zivot (Comput. Stat. Data Anal., 2008)

Block sampler and posterior mode estimation for asymmetric stochastic volatility models. - Yasuhiro Omori; Toshiaki Watanabe (Comput. Stat. Data Anal., 2008)

Leverage, heavy-tails and correlated jumps in stochastic volatility models. - Jouchi Nakajima; Yasuhiro Omori (Comput. Stat. Data Anal., 2009)

Estimating stochastic volatility models using daily returns and realized volatility simultaneously. - Makoto Takahashi; Yasuhiro Omori; Toshiaki Watanabe (Comput. Stat. Data Anal., 2009)

Multivariate Stochastic Volatility Model with Cross Leverage. - Tsunehiro Ishihara; Yasuhiro Omori (COMPSTAT, 2010)

Tobit model with covariate dependent thresholds. - Yasuhiro Omori; Koji Miyawaki (Comput. Stat. Data Anal., 2010)

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. - Tsunehiro Ishihara; Yasuhiro Omori (Comput. Stat. Data Anal., 2012)

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. - Jouchi Nakajima; Tsuyoshi Kunihama; Yasuhiro Omori; Sylvia Frühwirth-Schnatter (Comput. Stat. Data Anal., 2012)

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution. - Jouchi Nakajima; Yasuhiro Omori (Comput. Stat. Data Anal., 2012)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)

Realized stochastic volatility with leverage and long memory. - Shinichiro Shirota; Takayuki Hizu; Yasuhiro Omori (Comput. Stat. Data Anal., 2014)

Special issue on Bayesian econometrics. - Luc Bauwens; Gary Koop; John M. Maheu; Yasuhiro Omori (Comput. Stat. Data Anal., 2016)

Matrix exponential stochastic volatility with cross leverage. - Tsunehiro Ishihara; Yasuhiro Omori; Manabu Asai (Comput. Stat. Data Anal., 2016)

Dynamic equicorrelation stochastic volatility. - Yuta Kurose; Yasuhiro Omori (Comput. Stat. Data Anal., 2016)