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 1 2 251 1 4 11 840
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 0 0 2 76
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 4 60 0 0 11 106
News Impact Curve for Stochastic Volatility Models 0 0 0 124 0 1 2 574
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 0 24 1 2 7 17
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 0 0 1 70
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 14 1 1 4 61
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 0 2 133
Total Working Papers 0 1 6 593 3 8 40 1,877

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 2 6 157 2 3 15 446
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 0 0 0 1 1 1
News impact curve for stochastic volatility models 0 0 0 37 0 1 6 166
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 0 1 5 83
Total Journal Articles 1 2 6 210 2 6 27 696

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Statistics updated 2025-05-12