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 0 251 0 0 33 874
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 1 26 0 0 7 85
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 0 0 5 65 2 4 89 197
News Impact Curve for Stochastic Volatility Models 0 0 0 124 0 1 15 590
Realized Stochastic Volatility Models with Skew-t Distributions for Volatility and Tail Risk Forecasting 0 0 1 26 0 3 20 45
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects 1 1 9 16 5 22 94 99
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 1 15 0 1 13 76
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 39 0 0 14 85
Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution 0 0 0 56 0 0 7 140
Total Working Papers 1 1 17 618 7 31 292 2,191

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 0 3 163 0 3 21 471
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility 2 3 8 8 2 5 34 38
News impact curve for stochastic volatility models 0 0 0 37 1 2 10 181
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution 0 0 0 16 1 2 13 97
Total Journal Articles 2 3 11 224 4 12 78 787

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Statistics updated 2026-10-11