Nakahiro Yoshida

Finance · 2000–2015

A researcher in the Science corpus: 13 papers; trusts 22 researchers and is trusted by 45 researchers here, as inferred from the citation graph.

Subfields

• Finance — 35 citations into it; #623 of 10,518 by trust here, #1,496 by citations
• Economics and Econometrics — 19 citations into it
• Statistics and Probability — 18 citations into it; #1,070 of 12,932 by trust here, #1,603 by citations
• Mathematical Physics — 9 citations into it; #2,288 of 8,562 by trust here, #4,022 by citations
• Artificial Intelligence — 5 citations into it

Whom Nakahiro Yoshida trusts overall

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

1. Takaki Hayashi
2. Masayuki Uchida
3. S. Kusuoka
4. Yasutaka Shimizu
5. Hirotugu Akaike
6. Paul Doukhan
7. Rama Cont
8. Lan Zhang
9. Michael SØrensen
10. Ole E. Barndorff-Nielsen

Who trusts Nakahiro Yoshida overall

1. Hiroki Masuda
2. Teppei Ogihara
3. Takaki Hayashi
4. Markus Bibinger
5. Hongwei Long
6. Yacine Aït-Sahalia
7. Chenxu Li
8. Chunhua Ma
9. Ole E. Barndorff-Nielsen
10. Tim Bollerslev

Papers from Nakahiro Yoshida's perspective

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

1. The Distribution of Realized Exchange Rate Volatility
2. ANOVA for diffusions and Itô processes
3. Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
4. Small-diffusion asymptotics for discretely sampled stochastic differential equations
5. Mixing: Properties and Examples
6. Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
7. Martingale Limit Theory and Its Application
8. Power Variation and Time Change
9. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
10. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Their papers

• On covariance estimation of non-synchronously observed diffusion processes (2005) — 449 citations
• Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (2008) — 71 citations
• Nonsynchronous covariation process and limit theorems (2011) — 55 citations
• Malliavin calculus, geometric mixing, and expansion of diffusion functionals (2000) — 64 citations
• Irregular sampling and central limit theorems for power variations: The continuous case (2011) — 61 citations
• Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations (2006) — 145 citations
• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (2011) — 145 citations
• Information Criteria in Model Selection for Mixing Processes (2001) — 59 citations
• Quasi-likelihood analysis for the stochastic differential equation with jumps (2011) — 77 citations
• Estimation of the lead-lag parameter from non-synchronous data (2013) — 66 citations
• Statistical inference for ergodic point processes and application to Limit Order Book (2015) — 56 citations
• Adaptive estimation of an ergodic diffusion process based on sampled data (2012) — 134 citations
• Asymptotic Expansion for Small Diffusions Applied to Option Pricing (2004) — 48 citations