Hiroyuki Kawakatsu

Statistics and Probability · 2006

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 7 citations into it; #1,809 of 12,932 by trust here, #6,310 by citations
• Finance — 5 citations into it; #1,270 of 10,518 by trust here, #5,938 by citations

Whom Hiroyuki Kawakatsu trusts overall

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

1. Robert F. Engle
2. Y. Tse
3. Daniel B. Nelson
4. R. Weide
5. Gene H. Golub

Who trusts Hiroyuki Kawakatsu overall

1. Tim Bollerslev
2. Teresa Serra
3. Gregory H. Bauer
4. I. Archakov
5. Manabu Asai
6. Michael Mcaleer
7. Alexander Aue
8. P. R. Hansen
9. David Zilberman
10. Keith P. Vorkink

Papers from Hiroyuki Kawakatsu's perspective

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

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. High-resolution frequency-wavenumber spectrum analysis
3. The incidental parameter problem since 1948
4. Generalized autoregressive conditional heteroskedasticity
5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
7. Extreme Correlation of International Equity Markets
8. A Closed-Form GARCH Option Valuation Model
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers

• Matrix exponential GARCH (2006) — 96 citations