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	1	93
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	61	0	1	1	133
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	24	1	2	3	117
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	14	1	2	6	81
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors	0	0	0	9	1	3	3	67
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-	0	0	1	23	1	1	4	63
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	18	1	2	5	76
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	21	0	1	3	54
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	24	1	1	2	59
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	22	0	1	1	66
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	1	5	6	80
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	3	3	3	70
Total Working Papers	0	0	1	254	10	22	38	959

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	0	12	1	2	3	61
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225	1	1	1	13	1	2	4	38
Matrix exponential stochastic volatility with cross leverage	0	0	0	8	1	2	4	46
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage	0	0	0	7	0	2	2	24
Total Journal Articles	1	1	1	45	3	8	13	184

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Statistics updated 2026-01-09