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 4 6 32 872
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 1 1 26 2 3 8 84
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 1 3 63 14 40 80 186
News Impact Curve for Stochastic Volatility Models 0 0 0 124 3 7 15 589
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 2 26 6 10 24 41
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 0 1 12 82
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 1 15 0 5 12 73
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 1 4 5 138
Total Working Papers 0 2 7 600 30 76 188 2,065


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 1 6 163 2 6 22 468
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 3 5 5 5 14 26 27
News impact curve for stochastic volatility models 0 0 0 37 4 4 13 179
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 0 4 11 94
Total Journal Articles 1 4 11 221 11 28 72 768


Statistics updated 2026-05-06