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J-GLOBAL ID：200901059660394861   Update date: Dec. 10, 2024

Maki Daiki

マキ ダイキ | Maki Daiki
Affiliation and department：
Doshisha University Faculty of Commerce Department of Commerce

About Doshisha University Faculty of Commerce Department of Commerce


Job title： Associate Professor
Research field  (2)： Economic statistics ,  Money and finance
Research theme for competitive and other funds  (12)：
  • 2022 - モデル特定化をしない実現ボラティリティの予測精度の比較
  • 2021 - ETFにおける実現ボラティリティの特性の比較
  • 2021 - 取引量が実現ボラティリティに与える非対称効果
  • 2016 - 2019 不確実なモデルによる経済時系列の予測
  • 2015 - 2018 地域間競争と住民参加-投票、Voice&Exitとヤードスティック競争 (研究分担者)
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Papers (33)：
  • 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
ｍore...
MISC (13)：
  • 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
ｍore...
Books (2)：
  • 計量経済学の使い方 下[応用編] A・H・ストゥデムンド(著)、 高橋晴天(監訳)、第14章担当、
    ミネルヴァ書房 2018
  • 計量経済学の使い方 上[基礎編] A・H・ストゥデムンド(著)、 高橋晴天(監訳)、第0章担当、
    ミネルヴァ書房 2017
Education (3)：
  • 2002 - 2005 Doshisha University
  • 2000 - 2002 Doshisha University Graduate School, Division of Economics
  • 1996 - 2000 Doshisha University Faculty of Economics
Professional career (2)：
  • 博士(経済学) (同志社大学)
  • 修士(経済学) (同志社大学)
Work history (5)：
  • 2019/04 - 現在 Doshisha University Faculty of Commerce
  • 2017/04 - 2019/03 Doshisha University Faculty of Commerce
  • 2011/04 - 2017/03 Ryukoku University Faculty of Economics
  • 2009/04 - 2011/03 Ryukoku University Faculty of Economics
  • 2005/10 - 2009/03 University of the Ryukyus Faculty of Law and Letters
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