Jouchi Nakajima
- Finance top 1%
- Financial Risk and Volatility Modeling 17
- Stochastic processes and financial applications 9
- Banking stability, regulation, efficiency 4
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- Monetary Policy and Economic Impact 19
- Economics and Econometrics top 2%
- Market Dynamics and Volatility 10
- Complex Systems and Time Series Analysis 3
- Statistics and Probability top 5%
- Statistical Distribution Estimation and Applications 3
- General Energy top 10%
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- Insurance, Mortality, Demography, Risk Management 4
- Co-authors
- Yasuhiro OmoriMunehisa KasuyaMike WestToshiaki WatanabeNeil ShephardSiddhartha ChibTakeshi KimuraKnut Are Aastveit
- Journals
- Journal of the American Statistical Association (1 paper)Journal of Econometrics (1 paper)Journal of Business and Economic Statistics (1 paper)
- Partner nations
- JapanUnited StatesSwitzerland
In The Last Decade
Jouchi Nakajima
36 papers receiving 1.0k citations
Peers
Comparison fields: 5 of 86
- Finance 530
- General Economics, Econometrics and Finance 350
- Economics and Econometrics 663
- Statistics and Probability 132
- General Energy 13
Countries citing papers authored by Jouchi Nakajima
This map shows the geographic impact of Jouchi Nakajima's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jouchi Nakajima with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jouchi Nakajima more than expected).
Fields of papers citing papers by Jouchi Nakajima
This network shows the impact of papers produced by Jouchi Nakajima. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jouchi Nakajima. The network helps show where Jouchi Nakajima may publish in the future.
Co-authorship network
The 22 scholars most cited alongside Jouchi Nakajima, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 1 | |
| 2 | 2024 | 0 | |
| 3 | 2023 | 1 | |
| 4 | 2023 | 5 | |
| 5 | 2022 | 3 | |
| 6 | 2020 | 11 | |
| 7 | 2019 | 33 | |
| 8 | Effectiveness of unconventional monetary policies in a low interest rate environment | 2018 | 6 |
| 9 | 2018 | 8 | |
| 10 | 2018 | 13 | |
| 11 | 2016 | 7 | |
| 12 | 2015 | 26 | |
| 13 | 2014 | 40 | |
| 14 | 2014 | 4 | |
| 15 | 2012 | 88 | |
| 16 | 2011 | 37 | |
| 17 | 2011 | 19 | |
| 18 | Leverage, heavy-tails and correlated jumps in stochastic volatility models | 2007 | 1 |
| 19 | 2006 | 15 | |
| 20 | Stochastic Volatility with Leverage: Fast Likelihood Inference | 2004 | 11 |
About Jouchi Nakajima
Jouchi Nakajima is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 37 papers that have together received 1.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (19 papers), Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (10 papers), Stochastic processes and financial applications (9 papers), Insurance, Mortality, Demography, Risk Management (4 papers), Banking stability, regulation, efficiency (4 papers), Complex Systems and Time Series Analysis (3 papers) and Statistical Distribution Estimation and Applications (3 papers). The work is most often cited by research in Finance (530 citations), General Economics, Econometrics and Finance (350 citations) and Economics and Econometrics (663 citations). Jouchi Nakajima has collaborated with scholars based in Japan, United States and Switzerland. Frequent co-authors include Yasuhiro Omori, Munehisa Kasuya, Mike West, Toshiaki Watanabe, Neil Shephard, Siddhartha Chib, Takeshi Kimura, Knut Are Aastveit, Shin‐ichi Fukuda and Andrew Filardo. Their work appears in journals such as Journal of the American Statistical Association, Journal of Econometrics and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.