Takayuki Morimoto

Available identifiers

zbMath Open morimoto.takayukiMaRDI QIDQ825350

List of research outcomes

Publication	Date of Publication	Type
An integrated framework for visualizing and forecasting realized covariance matrices	2021-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q5016724	2021-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5859852	2021-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q5011497	2021-08-27	Paper
Box–Cox realized asymmetric stochastic volatility models with generalized Student'st-error distributions	2020-12-03	Paper
Incorporating realized quarticity into a realized stochastic volatility model	2019-11-28	Paper
Forecasting financial market volatility using a dynamic topic model	2018-12-03	Paper
Robust estimation of a high-dimensional integrated covariance matrix	2017-04-11	Paper
An Application of Double-Wayland Algorithm to Detect Anomalous Signals	2016-09-09	Paper
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods	2015-07-24	Paper
Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&apos;s <i>t</i>-Distributions	2015-04-28	Paper
Jump diffusion model with application to the Japanese stock market	2008-06-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Takayuki Morimoto