Yasuhiro Omori

Discipline

Economies et finances (3)

Type de document

Textes imprimés (3)

Co-auteur

Yuta Yamauchi

Toshiaki Watanabe

Makoto Takahashi

Date

Source

arXiv - économie (3)

Mot-clé

volatilité (3) modèle (3) science économique (3) Example (3) Economics (3) Econometrics (3) statistiques (2) étable (2) effet (2) Statistics (2) Weights and measures (2) Stocks (2) Statistics (2) Securities (2) Investments (2) Estimates (2) Statistics (2) Structure (2) Models (2) Estimates (2) temps (durée) (1) paramètre (1) papier (1) mesure (méthode analytique) (1) marché (1) analyse (1) distribution (1) ordre (1) abords (agglomération) (1) index (1)

Documents écrit par Yasuhiro Omori (3) | parle de Yasuhiro Omori (1)

Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting

Makoto Takahashi et al. (23 janv. 2024)

Dynamic factor, leverage and realized covariances in multivariate stochastic volatility

Yuta Yamauchi et al. (13 nov. 2020)

Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations

Yuta Yamauchi et al. (26 sept. 2018)