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 6 25 30 866
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 2 3 5 81
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 2 2 62 21 33 40 146
News Impact Curve for Stochastic Volatility Models 0 0 0 124 2 6 9 582
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 2 26 3 3 16 31
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 1 1 134
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 6 7 11 81
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 1 1 15 1 4 8 68
Total Working Papers 1 3 6 598 41 82 120 1,989

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 7 162 6 10 19 462
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 1 2 2 2 5 9 13 13
News impact curve for stochastic volatility models 0 0 0 37 3 4 10 175
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 4 5 8 90
Total Journal Articles 1 3 9 217 18 28 50 740

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12