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Hideto Shigemoto

Observed names: Shigemoto , Hideto, 重本, 秀人
ORCID: 0000-0003-0861-4528
Observed ORCID: 0000-0003-0861-4528
OpenAlex ID: A5000214161
Volatility Spillover among Japanese Sectors in Response to COVID-19
2022 · Hideto Shigemoto, Takayuki Morimoto · Journal of risk and financial management · 9
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Forecasting High-Dimensional Covariance Matrices Using High-Dimensional Principal Component Analysis
2022 · Hideto Shigemoto, Takayuki Morimoto · Axioms · 2
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On the usefulness of dynamically spilled risk: An optimal portfolio allocation based on cross-sector information contagion
2023 · Hideto Shigemoto, Takayuki Morimoto · Cogent Economics & Finance
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Essays on forecasting models of realized covariance matrix and volatility spillover investigation
2023 · 重本, 秀人, Shigemoto , Hideto · Institutional Repositories DataBase (IRDB)
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Correction to: An integrated framework for visualizing and forecasting realized covariance matrices
2022 · Hideto Shigemoto, Takayuki Morimoto · Japanese Journal of Statistics and Data Science
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Constructing a Realized DCC Model with Measurement Errors
2021 · Hideto Shigemoto, Takayuki Morimoto · Asia-Pacific Financial Markets
An Integrated Framework for Visualizing and Forecasting Realized Covariance Matrices
2020 · Hideto Shigemoto, Takayuki Morimoto · Japanese Journal of Statistics and Data Science
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Analyzing Structural Breaks and Volatility Spillover due to Infectious Disease in Japan: Using Spillover Networks
2020 · Hideto Shigemoto, Takayuki Morimoto · SSRN Electronic Journal
Dependency Structure Analysis of the Japanese Stock Market Based on a Graphical Model
· 重本, 秀人 · Institutional Repositories DataBase (IRDB)
Works count: 9
Citation count: 11
H-index: 2
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