Yasuhiro Omori

Finance · 1995–2016

A researcher in the Science corpus: 3 papers; trusts 41 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 58 citations into it; #7,129 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 47 citations into it; #15,500 of 23,481 by trust here, #13,596 by citations
• Statistics and Probability — 26 citations into it
• Artificial Intelligence — 10 citations into it
• Management Science and Operations Research — 6 citations into it
• Signal Processing — 5 citations into it

Whom Yasuhiro Omori trusts overall

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

1. N. Shephard
2. Siddhartha Chib
3. Robert F. Engle
4. Jun Yu
5. Christian Gouriéroux
6. Roman Liesenfeld
7. Tim Bollerslev
8. P. R. Hansen
9. Jean-François Richard
10. Michael K. Pitt

Who trusts Yasuhiro Omori overall

1. Byeng Dong Youn
2. Dieter Fox
3. Zhimin Xi
4. Narayanaswamy Balakrishnan
5. Ivana Komunjer
6. Thomas G. Dietterich
7. Werner Hürlimann
8. Reinaldo Boris Arellano-Valle
9. Arthur Gretton
10. Alan D. Chave

Papers from Yasuhiro Omori's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Stochastic Volatility: Selected Readings
3. Bayesian Dynamic Factor Models and Portfolio Allocation
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. Filtering via Simulation: Auxiliary Particle Filters
6. Separating Microstructure Noise from Volatility
7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
9. Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Multivariate stochastic volatility (2009) — 187 citations
• Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution (2016) — 47 citations
• Continuous Univariate Distributions. (1995)