Makoto Takahashi

Makoto Takahashi

Hosei University - Tokyo / Japan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4523535
法政大学
person_outline Makoto Takahashi's MOST POPULAR ARTICLES
1-) Estimating stochastic volatility models using daily returns and realized volatility simultaneouslyM Takahashi, Y Omori, T WatanabeComputational Statistics & Data Analysis 53 (6), 2404-2426, 20091782009
2-) Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distributionM Takahashi, T Watanabe, Y OmoriInternational Journal of Forecasting 32 (2), 437-457, 2016472016
3-) Forecasting daily volatility of stock price index using daily returns and realized volatilityM Takahashi, T Watanabe, Y OmoriEconometrics and Statistics, 2021172021
4-) News impact curve for stochastic volatility modelsM Takahashi, Y Omori, T WatanabeEconomics Letters 120 (1), 130-134, 2013162013
5-) Stochastic volatility and realized stochastic volatility modelsM Takahashi, Y Omori, T WatanabeSpringer, 202342023