Access Statistics for Makoto Takahashi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	2	251	2	3	9	838
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	1	8	76
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility	0	0	5	60	0	2	14	106
News Impact Curve for Stochastic Volatility Models	0	0	0	124	0	0	1	573
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting	0	0	10	24	0	1	10	15
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution	0	0	0	56	0	1	2	133
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	0	0	3	60
Total Working Papers	1	1	17	593	2	8	48	1,871

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	5	156	1	2	15	444
News impact curve for stochastic volatility models	0	0	1	37	0	1	6	165
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution	0	0	0	16	1	1	5	83
Total Journal Articles	1	1	6	209	2	4	26	692

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Statistics updated 2025-03-03