Makoto Takahashi

Finance · with Omori · 2016

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Makoto Takahashi trusts overall

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

  1. P. R. Hansen
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Andrew J. Patton
  5. S. J. Koopman
  6. Joel Hasbrouck
  7. Peter F. CHRISTOFFERSENti
  8. Toshiaki Watanabe
  9. Siddhartha Chib
  10. N. Shephard

Papers from Makoto Takahashi's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Separating Microstructure Noise from Volatility
  3. Realized Variance and Market Microstructure Noise
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. Microstructure Noise, Realized Variance, and Optimal Sampling
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. The information content of high-frequency data for estimating equity return models and forecasting risk
  9. Filtering via Simulation: Auxiliary Particle Filters
  10. Volatility Forecast Comparison Using Imperfect Volatility Proxies

Their papers