Tetsuya Takaishi

Economics and Econometrics · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 48 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 49 citations into it; #16,501 of 23,481 by trust here, #19,308 by citations
• Information Systems — 26 citations into it
• Finance — 22 citations into it; #7,622 of 10,518 by trust here, #8,309 by citations
• Statistical and Nonlinear Physics — 11 citations into it

Whom Tetsuya Takaishi trusts overall

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

1. Tim Bollerslev
2. A. H. Dyhrberg
3. Robert F. Engle
4. Andrew Urquhart
5. Ladislav Kristoufek
6. P. R. Hansen
7. Jan W. Kantelhardt
8. F. Bandi
9. Aurelio Fernández Bariviera
10. Elie Bouri

Who trusts Tetsuya Takaishi overall

1. Aytaç Altan
2. Paraskevi Katsiampa
3. Sun-Yong Choi

Papers from Tetsuya Takaishi's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Separating Microstructure Noise from Volatility
3. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
4. BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (Scientific Reports)
5. Dynamic Conditional Correlation
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. Intraday periodicity and volatility persistence in financial markets
8. The distribution of realized stock return volatility
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers

• Statistical properties and multifractality of Bitcoin (2017) — 119 citations
• Rough volatility of Bitcoin (2019) — 51 citations