EconBase
← All authors

Makoto Nakakita

RIKEN (from arXiv:2607.10276, 2026) · OpenAlex

7 papers in scope · 4 published · 3 on the econ.EM arXiv · 12 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Guido W. Imbens
  2. Susan Athey
  3. Linqi Zhang
  4. Mikkel Plagborg-Møller
  5. Sean J. Taylor
  6. Alex Chin
  7. Atsushi Inoue
  8. Matthew A. Masten
  9. Pedro H. C. Sant’Anna
  10. Jacob Carlson
  11. Alexandre Poirier
  12. David A. Hirshberg
  13. Dmitry Arkhangelsky
  14. Mikkel S olvsten
  15. Raffaele Saggio
  16. Stefan Wager
  17. Òscar Jordà
  18. Victor Chernozhukov
  19. Patrick Kline
  20. Mikkel Sølvsten

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 7)

working paper2026 · arXiv
working paper2026 · arXiv
working paper2026 · arXiv
Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models
published2025 · Mathematics · 2 citations
with Tomoki Toyabe, Teruo Nakatsuma
Analysis of the trading interval duration for the Bitcoin market using high-frequency transaction data
published2025 · Quantitative Finance and Economics
with Teruo Nakatsuma
Risk-Return Analysis of Minimum Variance Portfolios in the Cryptocurrency Market
published2025 · Ouyou toukeigaku
with Sakae Oya, Tomoki Toyabe, Naoki Kubota, Teruo Nakatsuma
Bayesian Analysis of Intraday Stochastic Volatility Models of High-Frequency Stock Returns with Skew Heavy-Tailed Errors
published2021 · Journal of risk and financial management · 10 citations
with Teruo Nakatsuma

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.