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 2 251 0 1 10 840
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 0 2 574
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting 0 0 0 24 1 3 8 19
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 14 0 1 4 61
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 1 1 2 71
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 0 6 593 2 6 41 1,880

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 4 8 160 1 5 16 449
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 0 0 0 1 2 2
News impact curve for stochastic volatility models 0 0 0 37 0 2 7 168
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 0 0 3 83
Total Journal Articles 1 4 8 213 1 8 28 702

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Statistics updated 2025-07-04