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 3 3 9 844
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 1 4 79
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 1 1 61 5 11 14 118
News Impact Curve for Stochastic Volatility Models 0 0 0 124 3 4 6 579
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 1 2 26 0 3 14 28
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 1 4 5 75
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 2 4 6 66
Total Working Papers 1 2 4 596 15 30 59 1,922

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 7 162 2 4 12 454
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 0 0 2 2 6 6
News impact curve for stochastic volatility models 0 0 0 37 0 0 7 171
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 0 1 3 85
Total Journal Articles 1 2 7 215 4 7 28 716

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Statistics updated 2025-12-06