Makoto Takahashi : Citation Profile

Hosei University (66% share)
Osaka University (34% share)

4

H index

2

i10 index

174

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 9
   Journals where Makoto Takahashi has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (4.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta687
   Updated: 2026-06-27    RAS profile: 2026-06-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Omori, Yasuhiro (3)

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

Is cited by:

Omori, Yasuhiro (37)

Asai, Manabu (15)

Chang, Chia-Lin (8)

Ishihara, Tsunehiro (5)

Xu, Dinghai (5)

Chen, Cathy W. S. (5)

Proietti, Tommaso (4)

Forbes, Catherine (4)

Nakajima, Jouchi (4)

Ruiz, Esther (3)

Lin, Edward (3)

Cites to:

Omori, Yasuhiro (28)

Bollerslev, Tim (24)

Andersen, Torben (18)

Hansen, Peter (16)

Lunde, Asger (14)

Diebold, Francis (13)

Shephard, Neil (12)

CHIB, SIDDHARTHA (11)

Nakajima, Jouchi (9)

Engle, Robert (7)

Ait-Sahalia, Yacine (6)

Main data

Where Makoto Takahashi has published?

Working Papers Series with more than one paper published# docs
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
Papers / arXiv.org2

Recent works citing Makoto Takahashi (2026 and 2025)

YearTitle of citing document
2025Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities. (2025). Chang, Yaming. In: Papers. RePEc:arx:papers:2502.02695.

Full description at Econpapers || Download paper

2026Volatility time series modeling by single-qubit quantum circuit learning. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2512.10584.

Full description at Econpapers || Download paper

2026Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting. (2026). West, Mike ; Woitschig, Patrick. In: Papers. RePEc:arx:papers:2605.12099.

Full description at Econpapers || Download paper

2025Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087.

Full description at Econpapers || Download paper

2025Multivariate stochastic volatility models based on generalized Fisher transformation. (2025). Yu, Jun ; Fei, Yijie ; Chen, Han. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000958.

Full description at Econpapers || Download paper

2025Model Risk of Volatility Models. (2025). Lazar, Emese ; Zhang, Ning. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:1-22.

Full description at Econpapers || Download paper

2025Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information. (2025). Wu, Zhimin ; Cai, Guanghui. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10805-z.

Full description at Econpapers || Download paper

2026Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets. (2026). Zhou, Wei ; Luo, Danxue. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:1:p:135-155.

Full description at Econpapers || Download paper

2026Shock‐Triggered Asymmetric Response Stochastic Volatility. (2026). Marin, Miguel J ; Veiga, Helena. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:1:p:217-240.

Full description at Econpapers || Download paper

2026Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value. (2026). Yin, Xuebao ; Yang, KE ; Tian, Fengping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:824-842.

Full description at Econpapers || Download paper

Works by Makoto Takahashi:

YearTitleTypeCited
2026Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting In: Papers.
[Full Text][Citation analysis]		paper0
2025Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects In: Papers.
[Full Text][Citation analysis]		paper0
2007Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in Computational Statistics and Data Analysis, 53-6, 2404-2426. April 2009. ) In: CARF F-Series.
[Full Text][Citation analysis]		paper0
2009Estimating stochastic volatility models using daily returns and realized volatility simultaneously In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article127
2007Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously.(2007) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2013News impact curve for stochastic volatility models In: Economics Letters.
[Full Text][Citation analysis]		article7
2012News Impact Curve for Stochastic Volatility Models.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility In: Econometrics and Statistics.
[Full Text][Citation analysis]		article8
2021Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility.(2021) In: Discussion paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution In: International Journal of Forecasting.
[Full Text][Citation analysis]		article32
2014Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution.(2014) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2014Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution.(2014) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2015Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution.(2015) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team