Yuta Yamauchi

Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

Yasuhiro Omori, Yuta Yamauchi, 2018, Journal of Business & Economic Statistics.

Bayesian Approach to Lorenz Curve Using Time Series Grouped Data

Kazuhiko Kakamu, Shonosuke Sugasawa, Genya Kobayashi, 2019, Journal of Business & Economic Statistics.

Dynamic factor, leverage and realized covariances in multivariate stochastic volatility

Yasuhiro Omori, Yuta Yamauchi, 2020, Econometric Reviews.