Access Statistics for Tsunehiro Ishihara

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 8 100
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 0 3 11 143
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 24 0 1 4 119
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 0 1 7 85
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 0 4 11 75
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 1 23 0 2 10 70
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 1 2 9 81
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 3 5 57
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 24 1 3 8 66
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 0 5 8 73
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 3 9 76
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 2 13 88
Total Working Papers 0 0 1 254 2 31 103 1,033

Journal Article File Downloads Abstract Views
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 1 2 4 19
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 12 0 1 6 64
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 0 1 13 2 4 7 42
Matrix exponential stochastic volatility with cross leverage 0 0 0 8 0 3 11 55
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 1 1 8 0 4 10 32
Total Journal Articles 0 1 2 46 3 14 38 212

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Statistics updated 2026-06-04