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Takayki Morimoto

Personal Details

First Name:Takayki
Middle Name:
Last Name:Morimoto
Suffix:
RePEc Short-ID:pmo437

Affiliation

Kwansei Gakuin University / School of Science and Technology

http://sci-tech.ksc.kwansei.ac.jp/
Hyogo, Japan

Research output

as
Jump to: Working papers Articles

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.

Articles

  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  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.

    Cited by:

    1. Takayuki Morimoto & Yoshinori Kawasaki, 2017. "Forecasting Financial Market Volatility Using a Dynamic Topic Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(3), pages 149-167, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2009-03-07
  2. NEP-ETS: Econometric Time Series (1) 2009-03-07
  3. NEP-FIN: Finance (1) 2004-10-30
  4. NEP-FMK: Financial Markets (1) 2009-03-07
  5. NEP-MST: Market Microstructure (1) 2009-03-07

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