牧大樹

マキダイキ | Maki Daiki

所属機関・部署：
職名：教授

研究分野 (2件)：経済統計 , 金融、ファイナンス

競争的資金等の研究課題 (12件)：

全件表示

論文 (33件)：

Daiki Maki. Asymmetric effect of trading volume on realized volatility. International Review of Economics and Finance. 2024. 94. Article 103388. 1-17
Daiki Maki. Evaluation of volatility spillovers for asymmetric realized covariance. The North American Journal of Economics and Finance. 2024. 73. Article 102177. 1-18
Daiki Maki. Forecasting downside and upside realized volatility: The role of asymmetric information. The Journal of Economic Asymmetries. 2024. 29. Article e00357. 1-17
Daiki Maki. Nonlinearity and forecast performance of realized volatility. Communications in Statistics: Case Studies, Data Analysis and Applications. 2023. 9. 1. 51-71
Yasushi Ota, Yu Jiang, Daiki Maki. Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach. Results in Applied Mathematics. 2023. 17. Article 100353. 1-14

MISC (13件)：

牧大樹. ETFにおける実現ボラティリティの特性の比較. 信託研究奨励金論集. 2024. 45. 87-99
Daiki Maki. Forecasting downside and upside realized volatility: The role of asymmetric information. SSRN. 2023. http://dx.doi.org/10.2139/ssrn.4669728
Daiki Maki. Evaluation of volatility spillovers for asymmetric realized covariance. SSRN. 2023. http://dx.doi.org/10.2139/ssrn.4583190
Daiki Maki. Asymmetric effect of trading volume on realized volatility. SSRN. 2023. http://dx.doi.org/10.2139/ssrn.4401551
Yasushi Ota, Yu Jiang, Daiki Maki. Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach. arXiv:. 2022. 2205.11012

書籍 (2件)：

学歴 (3件)：

学位 (2件)：

経歴 (5件)：

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牧 大樹