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 1 251 1 1 8 841
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 0 25 1 2 4 78
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 1 60 1 1 6 107
News Impact Curve for Stochastic Volatility Models 0 0 0 124 0 1 3 575
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 1 1 25 2 7 14 25
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 0 1 1 71
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 0 1 133
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 14 0 1 3 62
Total Working Papers 0 1 3 594 5 14 40 1,892

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 6 160 1 2 12 450
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 0 0 1 2 4 4
News impact curve for stochastic volatility models 0 0 0 37 1 3 9 171
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 0 1 3 84
Total Journal Articles 0 1 6 213 3 8 28 709

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Statistics updated 2025-09-05