Seisho Sato

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Local SIML estimation of some Brownian and jump functionals under market micro-structure noise	2022-12-13	Paper
A robust-filtering method for noisy non-stationary multivariate time series with econometric applications	2021-12-17	Paper
Computational Methods for Time Series Analysis	2020-07-15	Paper
Term structure models during the global financial crisis: a parsimonious text mining approach	2019-10-11	Paper
Separating information maximum likelihood method for high-frequency financial data	2018-07-18	Paper
An FBSDE approach to American option pricing with an interacting particle method	2017-08-17	Paper
The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling	2017-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q2906621	2012-09-05	Paper
The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise	2011-06-17	Paper
PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT	2010-05-27	Paper
Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis	2008-11-10	Paper
ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH	2003-01-07	Paper
A Monte Carlo filtering approach for estimating the term structure of interest rates	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q2753032	2001-10-23	Paper
ON GOTT III'S DELTA t ARGUMENT : A GOOD TEST CREATING A BAD CONFIDENCE INTERVAL	1999-01-01	Paper
SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL	1997-01-14	Paper

Research outcomes over time

Doctoral students

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