Seisho Sato

466 total citations
22 papers, 242 citations indexed

About

Seisho Sato is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Seisho Sato has authored 22 papers receiving a total of 242 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 12 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Seisho Sato's work include Financial Risk and Volatility Modeling (12 papers), Complex Systems and Time Series Analysis (11 papers) and Market Dynamics and Volatility (5 papers). Seisho Sato is often cited by papers focused on Financial Risk and Volatility Modeling (12 papers), Complex Systems and Time Series Analysis (11 papers) and Market Dynamics and Volatility (5 papers). Seisho Sato collaborates with scholars based in Japan. Seisho Sato's co-authors include Yoshiyasu Tamura, Naoto Kunitomo, Akihiko Takahashi, Kiyohiko G. Nishimura, Takeshi Nakahara, Takahito Chiba, Masutaka Furue, Hideaki Kojima, Masaaki Fujii and Genshiro Kitagawa and has published in prestigious journals such as Energy, Mathematics and Computers in Simulation and Journal of Time Series Analysis.

In The Last Decade

Seisho Sato

20 papers receiving 234 citations

Peers

Seisho Sato
Yujin Baek South Korea
Umut Uğurlu Türkiye
Ramchandra Rimal United States
Luckyson Khaidem United States
Yujin Baek South Korea
Seisho Sato
Citations per year, relative to Seisho Sato Seisho Sato (= 1×) peers Yujin Baek

Countries citing papers authored by Seisho Sato

Since Specialization
Citations

This map shows the geographic impact of Seisho Sato'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 Seisho Sato with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Seisho Sato more than expected).

Fields of papers citing papers by Seisho Sato

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Seisho Sato. 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 Seisho Sato. The network helps show where Seisho Sato may publish in the future.

Co-authorship network of co-authors of Seisho Sato

This figure shows the co-authorship network connecting the top 25 collaborators of Seisho Sato. A scholar is included among the top collaborators of Seisho Sato based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Seisho Sato. Seisho Sato is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kunitomo, Naoto & Seisho Sato. (2022). Local SIML estimation of some Brownian and jump functionals under market micro-structure noise. Japanese Journal of Statistics and Data Science. 5(2). 831–870.
2.
Kunitomo, Naoto & Seisho Sato. (2021). A robust-filtering method for noisy non-stationary multivariate time series with econometric applications. Japanese Journal of Statistics and Data Science. 4(1). 373–410. 1 indexed citations
3.
Sato, Seisho, Makiko Nakahara, Koji Kato, et al.. (2020). Plasmablastic lymphoma occurring in the vicinity of enterocutaneous fistula in Crohn’s disease. The Journal of Dermatology. 47(12). e442–e443. 6 indexed citations
4.
Nishimura, Kiyohiko G., Seisho Sato, & Akihiko Takahashi. (2019). Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. Asia-Pacific Financial Markets. 26(3). 297–337. 14 indexed citations
5.
Sato, Seisho, Takahito Chiba, Takeshi Nakahara, & Masutaka Furue. (2019). Upregulation of IL‐36 cytokines in folliculitis and eosinophilic pustular folliculitis. Australasian Journal of Dermatology. 61(1). e39–e45. 11 indexed citations
6.
Kunitomo, Naoto, et al.. (2018). Separating Information Maximum Likelihood Method for High-Frequency Financial Data. CERN Document Server (European Organization for Nuclear Research). 5 indexed citations
7.
Sato, Seisho, et al.. (2017). Style analysis with particle filtering and generalized simulated annealing. International Journal of Financial Engineering. 4(02n03). 1750037–1750037. 4 indexed citations
8.
Tamura, Yoshiyasu, et al.. (2016). Using the ensemble Kalman filter for electricity load forecasting and analysis. Energy. 104. 184–198. 137 indexed citations
9.
Kunitomo, Naoto & Seisho Sato. (2013). Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise. The North American Journal of Economics and Finance. 26. 282–309. 12 indexed citations
10.
Fujii, Masaaki, Seisho Sato, & Akihiko Takahashi. (2012). An FBSDE Approach to American Option Pricing with an Interacting Particle Method. SSRN Electronic Journal. 7 indexed citations
11.
Kunitomo, Naoto & Seisho Sato. (2010). Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise. RePEc: Research Papers in Economics. 3 indexed citations
12.
Sato, Seisho, et al.. (2010). PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT. International Journal of Theoretical and Applied Finance. 13(2). 335–354.
13.
Kunitomo, Naoto & Seisho Sato. (2008). Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise. RePEc: Research Papers in Economics. 4 indexed citations
14.
Du, Ping, Shigeo Abe, Yusheng Ji, Seisho Sato, & Makio Ishiguro. (2008). Detecting and Tracing Traffic Volume Anomalies in SINET3 Backbone Network. 5833–5837. 3 indexed citations
15.
Kojima, Hideaki, et al.. (2002). Natural course of lymphocytic infundibuloneurohypophysitis.. PubMed. 20(5). 229–32. 12 indexed citations
16.
Kitagawa, Genshiro & Seisho Sato. (2000). NONLINEAR STATE SPACE MODEL APPROACH TO FINANCIAL TIME SERIES WITH TIME-VARYING VARIANCE. 23–44. 1 indexed citations
17.
Kunitomo, Naoto & Seisho Sato. (1999). Stationary and Non-stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series. Japanese Economic Review. 50(2). 161–190. 1 indexed citations
18.
Sato, Seisho & Naoto Kunitomo. (1996). SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL. Journal of Time Series Analysis. 17(3). 287–307. 3 indexed citations
19.
Kunitomo, Naoto & Seisho Sato. (1996). Asymmetry in economic time series and the simultaneous switching autoregressive model. Structural Change and Economic Dynamics. 7(1). 1–34. 4 indexed citations
20.
Nohara, Yutaka, et al.. (1984). Posterolateral fusion with instrumentation in the symptomatic failed back patients.. PubMed. 58(3). 323–30. 1 indexed citations

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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026