Makoto Takahashi : Citation Profile

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

4

H index

2

i10 index

168

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 9
   Journals where Makoto Takahashi has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 8 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta687
   Updated: 2026-04-11    RAS profile: 2025-02-08    
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Relations with other researchers

Works with:

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 (22)

Asai, Manabu (15)

Chang, Chia-Lin (8)

Xu, Dinghai (5)

Ishihara, Tsunehiro (5)

Chen, Cathy W. S. (5)

Proietti, Tommaso (4)

Nakajima, Jouchi (4)

Forbes, Catherine (4)

Lin, Edward (3)

Ruiz, Esther (3)

Cites to:

Omori, Yasuhiro (23)

Bollerslev, Tim (20)

Hansen, Peter (16)

Andersen, Torben (14)

Lunde, Asger (14)

Shephard, Neil (12)

Diebold, Francis (10)

Nakajima, Jouchi (9)

Engle, Robert (7)

Ait-Sahalia, Yacine (6)

Dobrev, Dobrislav (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

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.

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

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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.

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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.

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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.

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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
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]		article124
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: 124		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]		article6
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: 6		paper
2016Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
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: 31		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: 31		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: 31		paper

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