Masaaki Fukasawa

Finance · 2010–2015

A researcher in the Science corpus: 2 papers; trusts 25 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #2,849 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 8 citations into it; #9,753 of 23,481 by trust here, #22,774 by citations

Whom Masaaki Fukasawa trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Harold J. Kushner
3. Jim Gatheral
4. N. Shephard
5. Lan Zhang
6. Christian Bayer
7. A. Medvedev
8. Roel C. A. Oomen
9. Alan L. Lewis
10. Yacine Aït-Sahalia

Who trusts Masaaki Fukasawa overall

1. Eduardo Abi Jaber
2. Yingying Li
3. Markus Bibinger
4. Mikkel Bennedsen
5. Per Aslak Mykland
6. Christian Bayer
7. É. Renault
8. Giulia Livieri
9. Asger Lunde
10. Lan Zhang

Papers from Masaaki Fukasawa's perspective

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

1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
2. Realized Variance and Market Microstructure Noise
3. Power Variation and Time Change
4. Volatility is rough
5. The Distribution of Realized Exchange Rate Volatility
6. Properties of Realized Variance Under Alternative Sampling Schemes
7. Pricing under rough volatility
8. Separating Microstructure Noise from Volatility
9. ANOVA for diffusions and Itô processes
10. A Theory for the Term Structure of Interest Rates

Their papers

• Realized volatility with stochastic sampling (2010) — 54 citations
• Short-time at-the-money skew and rough fractional volatility (2015) — 107 citations