DCU Business School

Hiroyuki Kawakatsu

Academic and Professional Qualifications:	Ph.D. in Economics, University of California, Irvine.
Biography:	Hiroyuki Kawakatsu is Lecturer of Finance at Dublin City University Business School. He has previously taught at University of California Irvine, University of Tsukuba, and Queen's University Belfast. He received his Ph.D. in Economics from University of California, Irvine. His current research interests are in the area of econometrics and computational statistics.
Teaching Areas:	Econometrics
Research Interests:	View Full Research Profile for Hiroyuki Kawakatsu
Selected Publications:	"Numerical Integration Based Gaussian Mixture Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models", Econometrics Journal, 2007, 10, 342-358. "Specification and Estimation of Discrete Time Quadratic Stochastic Volatility Models", Journal of Empirical Finance, 2007, 14, 424-442. "Matrix Exponential GARCH", Journal of Econometrics, 2006, 134, 95-128. "Numerical Inversion Methods for Computing Approximate p-values," Computational Economics, 2005, 26, 103-116.