Yasuhiro Omori

机构：Japan University of Economics, The University of Tokyo · ORCID：0000-0002-7896-6177

发表论文 124 篇 · 总被引 10842 次 · h-index 18

代表论文

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution (2016 · International Journal of Forecasting · 被引 45)
Realized stochastic volatility with leverage and long memory (2013 · Computational Statistics & Data Analysis · 被引 45)
Matrix exponential stochastic volatility with cross leverage (2014 · Computational Statistics & Data Analysis · 被引 25)
Cholesky realized stochastic volatility model (2016 · Econometrics and Statistics · 被引 20)
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility (2021 · Econometrics and Statistics · 被引 18)
Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations (2019 · Journal of Business and Economic Statistics · 被引 18)