Yashuhiro Omori

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #6,518 of 10,518 by trust here, #4,260 by citations
• Economics and Econometrics — 10 citations into it
• Statistics and Probability — 6 citations into it; #8,332 of 12,932 by trust here, #4,371 by citations
• Artificial Intelligence — 5 citations into it

Whom Yashuhiro Omori trusts overall

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

1. Siddhartha Chib
2. N. Shephard
3. Bjørn Eraker
4. Daniel B. Nelson
5. Robert Fildes
6. Giorgio E. Primiceri
7. Michael K. Pitt
8. Gareth O. Roberts
9. J. Durbin
10. Peter P. Carr

Who trusts Yashuhiro Omori overall

1. Jouchi Nakajima
2. James H. Stock
3. Andrea Carriero
4. Siddhartha Chib
5. Ikram Jebabli
6. Matt P. Wand
7. Ajay Jasra
8. Manabu Asai
9. Mark W. Watson
10. Todd E. Clark

Papers from Yashuhiro Omori's perspective

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

1. MCMC Analysis of Diffusion Models With Application to Finance
2. Filtering via Simulation: Auxiliary Particle Filters
3. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
4. Markov chain Monte Carlo methods for stochastic volatility models
5. Bayesian Forecasting and Dynamic Models (2nd edn)
6. A simple and efficient simulation smoother for state space time series analysis
7. Stochastic Volatility: Selected Readings
8. Time-Changed Levy Processes and Option Pricing ⁄
9. Time Series Analysis by State Space Methods
10. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4

Their papers

• Stochastic volatility with leverage: Fast and efficient likelihood inference (2007) — 486 citations