Hiroyuki Kawakatsu

Available identifiers

zbMath Open kawakatsu.hiroyukiMaRDI QIDQ278043

List of research outcomes

Publication	Date of Publication	Type
Simple factor realized stochastic volatility models	2023-03-20	Paper
Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages	2021-04-07	Paper
Direct multiperiod forecasting for algorithmic trading	2018-10-12	Paper
Matrix exponential GARCH	2016-05-02	Paper
EM algorithms for ordered probit models with endogenous regressors	2010-06-08	Paper
Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models	2007-11-21	Paper
Numerical inversion methods for computing approximate \(p\)-values	2006-10-25	Paper

Research outcomes over time

This page was built for person: Hiroyuki Kawakatsu