Access Statistics for Makoto Takahashi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously 0 0 0 251 0 2 34 874
Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2404-2426. April 2009. ) 0 0 1 26 0 1 8 85
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 2 5 65 1 8 88 194
News Impact Curve for Stochastic Volatility Models 0 0 0 124 0 0 14 589
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 1 26 0 1 19 42
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects 0 4 15 15 6 18 83 83
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 0 3 14 85
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 1 15 0 2 13 75
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 2 7 140
Total Working Papers 0 6 23 617 7 37 280 2,167


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating stochastic volatility models using daily returns and realized volatility simultaneously 0 0 3 163 1 1 20 469
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 5 5 1 7 31 34
News impact curve for stochastic volatility models 0 0 0 37 0 0 9 179
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 1 2 12 96
Total Journal Articles 0 0 8 221 3 10 72 778


Statistics updated 2026-08-07