Yasuhiro Omori

40 papers and 7.1k indexed citations i.

Yasuhiro Omori has authored 40 papers that have received a total of 7.1k indexed citations. This includes 24 papers in Finance, 19 papers in Economics and Econometrics and 11 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (24 papers), Stochastic processes and financial applications (10 papers) and Market Dynamics and Volatility (8 papers). Yasuhiro Omori is often cited by papers focused on Financial Risk and Volatility Modeling (24 papers), Stochastic processes and financial applications (10 papers) and Market Dynamics and Volatility (8 papers) and collaborates with scholars based in Japan, United States and United Kingdom. Yasuhiro Omori's co-authors include Jouchi Nakajima, Toshiaki Watanabe, Shinya Sugawara, Akira Hibiki and Richard A. Johnson and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Econometrics and Biometrika