Takaki Hayashi

Finance · 2005–2011

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom Takaki Hayashi trusts overall

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

  1. Nakahiro Yoshida
  2. Ole E. Barndorff-Nielsen
  3. Per Aslak Mykland
  4. Michel M. Dacorogna
  5. Torben G. Andersen
  6. N. Shephard
  7. Tim Bollerslev
  8. Lan Zhang
  9. Ramazan Gencay
  10. Jean Jacod

Who trusts Takaki Hayashi overall

  1. Markus Bibinger
  2. Yacine Aït-Sahalia
  3. Nakahiro Yoshida
  4. Ole E. Barndorff-Nielsen
  5. Cecilia Mancini
  6. Christian-Yann Robert
  7. Mathieu Rosenbaum
  8. Marc Hoffmann
  9. M. D. Pooter
  10. Yingying Li

Papers from Takaki Hayashi's perspective

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

  1. ANOVA for diffusions and Itô processes
  2. The Distribution of Realized Exchange Rate Volatility
  3. Power Variation and Time Change
  4. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
  5. On covariance estimation of non-synchronously observed diffusion processes
  6. Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
  7. An econometric analysis of nonsynchronous trading
  8. Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
  9. On measuring volatility and the GARCH forecasting performance
  10. Separating Microstructure Noise from Volatility

Their papers