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 1 87
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 1 1 2 72
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 1 1 22 2 3 6 104
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 1 2 2 129
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 2 2 2 59
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 1 17 0 0 4 50
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 1 2 4 65
Matrix Exponential Stochastic Volatility with Cross Leverage 0 1 1 24 1 2 7 52
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 3 4 12 42
Matrix Exponential Stochastic Volatility with Cross Leverage 0 1 1 22 1 2 5 58
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 2 4 7 63
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 0 0 62
Total Working Papers 0 3 4 245 14 22 52 843


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 2 0 0 2 10
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 10 0 0 4 46
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 0 1 6 0 0 6 24
Matrix exponential stochastic volatility with cross leverage 0 0 1 3 1 2 9 29
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 0 2 6 0 0 5 15
Total Journal Articles 0 0 4 27 1 2 26 124


Statistics updated 2020-09-04