Hiroki Masuda

Finance · 2004–2013

A researcher in the Science corpus: 5 papers; trusts 32 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #4,401 of 10,518 by trust here, #6,419 by citations
• Statistics and Probability — 25 citations into it; #4,812 of 12,932 by trust here, #7,165 by citations
• Mathematical Physics — 15 citations into it; #2,088 of 8,562 by trust here, #3,022 by citations
• Economics and Econometrics — 9 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Hiroki Masuda trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Nakahiro Yoshida
3. Masayuki Uchida
4. Yasutaka Shimizu
5. N. Shephard
6. Cecilia Mancini
7. Alexey M.Kulik
8. Yacine Aït-Sahalia
9. Gersende Fort
10. Geurt Jongbloed

Who trusts Hiroki Masuda overall

1. V. Todorov
2. Jian Wang
3. Denis Belomestny
4. Alexey M.Kulik
5. Longjie Xie
6. Teppei Ogihara
7. Ross Maller
8. Yasutaka Shimizu

Papers from Hiroki Masuda's perspective

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

1. The Distribution of Realized Exchange Rate Volatility
2. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
3. Martingale Limit Theory and Its Application
4. Markov Chains and Stochastic Stability
5. ANOVA for diffusions and Itô processes
6. Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
7. Tempering stable processes
8. Mixing: Properties and Examples
9. Ergodicity and exponential β-mixing bounds for multidimensional diffusions with jumps
10. Realized Variance and Market Microstructure Noise

Their papers

• Ergodicity and exponential β-mixing bounds for multidimensional diffusions with jumps (2007) — 174 citations
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (2013) — 57 citations
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (2010) — 54 citations
• Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (2010) — 64 citations
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process (2004) — 174 citations