Katsumi Shimotsu

Economics and Econometrics · 2000–2015

A researcher in the Science corpus: 15 papers; trusts 90 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Katsumi Shimotsu trusts overall

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

  1. Peter M. Robinson
  2. Morten Ørregaard Nielsen
  3. Torben G. Andersen
  4. Willa W. Chen
  5. Clifford M. Hurvich
  6. Tim Bollerslev
  7. Peter C. B. Phillips
  8. Francis X. Diebold
  9. Carlos Velasco
  10. John Rust

Who trusts Katsumi Shimotsu overall

  1. Morten Ørregaard Nielsen
  2. Peter C. B. Phillips
  3. Guiglielmo Maria Caporale
  4. Gilles Faÿ
  5. L. Gil‐Alana
  6. Hiroyuki Kasahara
  7. Ladislav Kristoufek
  8. Xiaofeng Shao
  9. Mohamed Arouri
  10. Eric Moulines

Papers from Katsumi Shimotsu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Statistics for long-memory processes
  3. Long Memory and Regime Switching
  4. Estimating Fractional Cointegration in the Presence of Polynomial Trends
  5. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  8. The distribution of realized stock return volatility
  9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers