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Morimoto, Takayuki's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
657 |
Total
Citations
1 |
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1.
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Morimoto, Takayuki
Kwansei Gakuin University Kawasaki, Yoshinori
The Institute of Statistical Mathematics
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415
(32,536)
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forecasting, risk management, high-frequency data, intraday seasonality, dynamic conditional correlation
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2.
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Morimoto, Takayuki
Kwansei Gakuin University Nagata, Shuichi
Kwansei Gakuin University - Department of Mathematical Sciences
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100
(135,113)
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high-dimensional matrix, high-frequency data, realized covariance, market microstructure noise, Tracy-Widom law
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3.
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Masuda, Hiroki
Kyushu University Morimoto, Takayuki
Kwansei Gakuin University
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25 Jan 08
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Last Revised:
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06 Jan 09
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76
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high-frequency data, market microstructure noise, realized volatility, Japanese stock markets, variance of realized variance
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4.
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Morimoto, Takayuki
Kwansei Gakuin University Tachibana, Kanta
Kogakuin University
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11 Nov 09
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Last Revised:
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24 Feb 10
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66
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realized volatility, market microstructure noise, random matrix
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5.
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Masuda, Hiroki
Kyushu University Morimoto, Takayuki
Kwansei Gakuin University
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0
(349,093)
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5
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