Tatsuyoshi Miyakoshi

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Tatsuyoshi Miyakoshi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. A. Ng
  2. Daniel B. Nelson
  3. Tim Bollerslev

Who trusts Tatsuyoshi Miyakoshi overall

  1. Hong Li

Papers from Tatsuyoshi Miyakoshi's perspective

Ordered by how strongly the researchers Tatsuyoshi Miyakoshi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Volatility spillover effects from Japan and the US to the Pacific–Basin
  2. International Asset Allocation With Regime Shifts
  3. Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
  4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  5. International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
  6. Generalized autoregressive conditional heteroskedasticity
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Separating Microstructure Noise from Volatility
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers