Makoto Takahashi
Names
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Makoto |
| last: |
Takahashi |
Identifer
Contact
Affiliations
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Hosei University
/ Faculty of Business Administration (weight: 66%)
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Osaka University
/ Graduate School of Economics (weight: 34%)
Research profile
author of:
- Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting (RePEc:arx:papers:2401.13179)
by Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori - Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2 (RePEc:cfi:fseres:cf108)
by Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe - Estimating stochastic volatility models using daily returns and realized volatility simultaneously (RePEc:eee:csdana:v:53:y:2009:i:6:p:2404-2426)
by Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki - News impact curve for stochastic volatility models (RePEc:eee:ecolet:v:120:y:2013:i:1:p:130-134)
by Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki - Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution (RePEc:eee:intfor:v:32:y:2016:i:2:p:437-457)
by Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro - Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility (RePEc:hit:hiasdp:hias-e-104)
by Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro - News Impact Curve for Stochastic Volatility Models (RePEc:hst:ghsdps:gd12-242)
by Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe - Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously (RePEc:tky:fseres:2007cf515)
by Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe - Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution (RePEc:tky:fseres:2014cf921)
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori - Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution (RePEc:tky:fseres:2014cf949)
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori - Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution (RePEc:tky:fseres:2015cf975)
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori