4
H index
2
i10 index
172
Citations
Makoto Takahashi : Citation Profile
Hosei University (66% share) | RESEARCH PRODUCTION: 4 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
17 years (2007 - 2024). 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:
| Cites to:
|
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 Tokyo | 4 |
Recent works citing Makoto Takahashi (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2025 | Improving 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 |
| 2026 | Volatility 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 |
| 2025 | Real-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 |
| 2025 | Multivariate 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 |
| 2025 | Model 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 |
| 2025 | Realized 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 |
| 2026 | Decomposing, 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 |
| 2026 | Shock‐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 |
| 2026 | Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value. (2026). Yang, KE ; Tian, Fengping ; Yin, Xuebao. 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2026 | Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Estimating 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] | paper | 0 |
| 2009 | Estimating stochastic volatility models using daily returns and realized volatility simultaneously In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 126 |
| 2007 | Estimating 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: 126 | paper | |
| 2013 | News impact curve for stochastic volatility models In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2012 | News 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 | |
| 2024 | Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Forecasting 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: 7 | paper | |
| 2016 | Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2014 | Volatility 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 | |
| 2014 | Volatility 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 | |
| 2015 | Volatility 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 May, 3 2026. Contact: CitEc Team