Shin Kanaya : Citation Profile


Are you Shin Kanaya?

Aarhus Universitet (50% share)
Aarhus Universitet (50% share)

4

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 7
   Journals where Shin Kanaya has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 7 (14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka651
   Updated: 2019-09-14    RAS profile: 2016-10-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bhattacharya, Debopam (4)

Dupas, Pascaline (3)

Li, Degui (2)

Kristensen, Dennis (2)

GAO, Jiti (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shin Kanaya.

Is cited by:

Bhattacharya, Debopam (5)

Li, Degui (5)

GAO, Jiti (4)

Kristensen, Dennis (4)

Barrera-Osorio, Felipe (3)

Djebbari, Habiba (3)

Dieye, Rokhaya (3)

Dupas, Pascaline (2)

Ang, Andrew (2)

Phillips, Peter (2)

Zu, Yang (2)

Cites to:

Kristensen, Dennis (6)

de jong, Robert (5)

Shephard, Neil (4)

Andrews, Donald (4)

Hansen, Lars (4)

Phillips, Peter (4)

Hansen, Bruce (3)

Chen, Xiaohong (3)

Barndorff-Nielsen, Ole (3)

Luttmer, Erzo (2)

Loury, Glenn (2)

Main data


Where Shin Kanaya has published?


Journals with more than one article published# docs
Econometric Theory2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Shin Kanaya (2018 and 2017)


YearTitle of citing document
2018Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler. (2018). Rego, Arthur T ; Dos, Thiago R. In: Papers. RePEc:arx:papers:1809.01501.

Full description at Econpapers || Download paper

2018Estimation of spot volatility with superposed noisy data. (2018). Liu, Qiang ; Wang, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:62-79.

Full description at Econpapers || Download paper

2017Asymptotics for recurrent diffusions with application to high frequency regression. (2017). Kim, Jihyun ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:37-54.

Full description at Econpapers || Download paper

2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

Full description at Econpapers || Download paper

2018Spot volatility estimation using the Laplace transform. (2018). Mancino, Maria Elvira ; Recchioni, Maria Cristina ; Curato, Imma Valentina . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:22-43.

Full description at Econpapers || Download paper

2017Estimation of the realized (co-)volatility vector: Large deviations approach. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:9:p:2926-2960.

Full description at Econpapers || Download paper

2017Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292.

Full description at Econpapers || Download paper

2017LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Post-Print. RePEc:hal:journl:hal-01082903.

Full description at Econpapers || Download paper

2018LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS. (2018). Djellout, Hacene ; Jiang, Hui. In: Post-Print. RePEc:hal:journl:hal-01147189.

Full description at Econpapers || Download paper

Works by Shin Kanaya:


YearTitleTypeCited
2010Estimation of Stochastic Volatility Models by Nonparametric Filtering In: CREATES Research Papers.
[Full Text][Citation analysis]
paper18
2016ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING.(2016) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2015Estimation of stochastic volatility models by nonparametric filtering.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2013Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2013Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets.(2013) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers.
[Full Text][Citation analysis]
paper8
2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2014Are University Admissions Academically Fair? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2012Are University Admissions Academically Fair?.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2016Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2016Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes.(2016) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes.(2016) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Large Deviations of Realized Volatility In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
2012Large deviations of realized volatility.(2012) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team