1
H index
0
i10 index
2
Citations
| 1 H index 0 i10 index 2 Citations RESEARCH PRODUCTION: 1 Articles 2 Papers RESEARCH ACTIVITY: 8 years (2004 - 2012). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo437 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Takayki Morimoto. | Is cited by: | Cites to: |
Year | Title of citing document |
---|
Year | Title | Type | Cited |
---|---|---|---|
2012 | OPTIMAL WEIGHT FOR REALIZED VARIANCE BASED ON INTERMITTENT HIGH-FREQUENCY DATA In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 2 |
2009 | An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data.(2009) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2004 | Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team