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	1	1	93
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	1	2	6	80
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors	0	0	0	61	1	1	1	133
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors	0	0	0	9	1	1	1	65
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-	0	0	1	23	0	0	3	62
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	18	0	1	4	74
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	0	2	53
Matrix Exponential Stochastic Volatility with Cross Leverage	0	0	0	22	0	0	0	65
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	1	1	2	76
Multivariate Stochastic Volatility with Cross Leverage	0	0	0	0	0	0	0	67
Total Working Papers	0	0	1	254	4	7	22	941

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	0	1	3	59
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225	0	0	1	12	1	2	4	37
Matrix exponential stochastic volatility with cross leverage	0	0	0	8	0	0	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	1	44	1	3	10	177

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08