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 0 8 100
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 0 0 6 85
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 0 0 11 143
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 24 0 0 4 119
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 0 2 13 77
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 0 23 0 0 8 70
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 0 4 57
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 24 0 1 9 67
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 0 7 81
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 1 1 9 74
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 0 9 76
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 1 14 89
Total Working Papers 0 0 0 254 1 5 102 1,038

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 0 0 4 19
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 12 0 1 7 65
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 0 1 13 0 0 7 42
Matrix exponential stochastic volatility with cross leverage 0 0 0 8 0 1 12 56
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 0 1 8 0 1 11 33
Total Journal Articles 0 0 2 46 0 3 41 215

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Statistics updated 2026-09-10