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 6 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 1 3 9 85
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 2 2 5 65 4 21 87 193
News Impact Curve for Stochastic Volatility Models 0 0 0 124 0 3 15 589
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 2 26 1 7 23 42
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects 0 4 15 15 4 19 77 77
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 1 2 14 75
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 1 3 7 140
Total Working Papers 2 6 24 617 12 67 280 2,160


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 0 2 19 468
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 1 5 5 3 11 31 33
News impact curve for stochastic volatility models 0 0 0 37 0 4 11 179
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 1 1 12 95
Total Journal Articles 0 1 8 221 4 18 73 775


Statistics updated 2026-07-10