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Takayki Morimoto


This is information that was supplied by Takayki Morimoto in registering through RePEc. If you are Takayki Morimoto , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Takayki
Middle Name:
Last Name: Morimoto

RePEc Short-ID: pmo437

Postal Address:


Kwansei Gakuin University / School of Science and Technology
Location: Hyogo, Japan


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Working papers

  1. Hiroki Masuda & Takayuki Morimoto, 2009. "An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data," Global COE Hi-Stat Discussion Paper Series gd08-033, Institute of Economic Research, Hitotsubashi University.
  2. Takayuki Morimoto, 2004. "Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR," Econometric Society 2004 Far Eastern Meetings 592, Econometric Society.


  1. Hiroki Masuda & Takayuki Morimoto, 2012. "Optimal Weight For Realized Variance Based On Intermittent High-Frequency Data," The Japanese Economic Review, Japanese Economic Association, vol. 63(4), pages 497-527, December.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-03-07. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2009-03-07. Author is listed
  3. NEP-FIN: Finance (1) 2004-10-30. Author is listed
  4. NEP-FMK: Financial Markets (1) 2009-03-07. Author is listed
  5. NEP-MST: Market Microstructure (1) 2009-03-07. Author is listed


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