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 1 8 29 868
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 0 3 6 82
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 2 3 63 11 47 66 172
News Impact Curve for Stochastic Volatility Models 0 0 0 124 3 6 12 586
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 2 26 2 7 19 35
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 3 4 137
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 1 7 12 82
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 1 15 2 6 13 73
Total Working Papers 1 3 7 600 20 87 161 2,035

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 1 1 7 163 2 10 22 466
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 3 4 4 4 14 21 22
News impact curve for stochastic volatility models 0 0 0 37 0 3 9 175
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 2 8 11 94
Total Journal Articles 2 4 11 220 8 35 63 757

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Statistics updated 2026-04-09