Access Statistics for Tsunehiro Ishihara

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
"Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-"(in Japanese)	0	0	0	38	0	0	0	92
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	61	0	0	0	132
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	24	0	0	1	115
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	14	0	2	4	78
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors	0	0	0	9	0	0	0	64
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-	1	1	1	23	2	2	3	62
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	24	0	0	1	58
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	21	0	1	2	53
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	22	0	0	0	65
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	18	0	1	3	73
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	0	0	0	67
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	0	0	1	75
Total Working Papers	1	1	1	254	2	6	15	934

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan	0	0	0	5	0	0	0	15
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors	0	0	1	12	0	0	3	58
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225	0	0	2	12	0	0	3	35
Matrix exponential stochastic volatility with cross leverage	0	0	0	8	0	1	2	44
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage	0	0	0	7	0	0	1	22
Total Journal Articles	0	0	3	44	0	1	9	174

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Statistics updated 2025-08-05