Details about Takayki Morimoto

Access statistics for papers by Takayki Morimoto.

Last updated 2024-01-06. Update your information in the RePEc Author Service.

Short-id: pmo437

Working Papers

2009

1. An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article OPTIMAL WEIGHT FOR REALIZED VARIANCE BASED ON INTERMITTENT HIGH-FREQUENCY DATA, The Japanese Economic Review, Japanese Economic Association (2012) View citations (2) (2012)

2004

2. Estimating and forecasting instantaneous volatility through a duration model: An assessment based on VaR
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

Journal Articles

2012

1. OPTIMAL WEIGHT FOR REALIZED VARIANCE BASED ON INTERMITTENT HIGH-FREQUENCY DATA
   The Japanese Economic Review, 2012, 63, (4), 497-527 View citations (2)
   See also Working Paper An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data, Global COE Hi-Stat Discussion Paper Series (2009) (2009)