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 0 91
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 0 0 0 132
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 0 0 0 74
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 1 24 0 0 2 114
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 0 0 0 64
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 0 22 0 0 1 59
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 1 1 1 70
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 0 0 1 65
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 0 0 51
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 24 1 1 1 57
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 0 0 67
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 0 0 72
Total Working Papers 0 0 1 253 2 2 6 916


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 0 15
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 11 0 0 3 55
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 0 0 10 0 0 0 32
Matrix exponential stochastic volatility with cross leverage 0 0 1 8 0 0 1 42
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 0 1 7 0 0 1 21
Total Journal Articles 0 0 2 41 0 0 5 165


Statistics updated 2024-06-06