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 2 3 8 100
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 3 3 11 143
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 24 1 1 4 119
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 0 2 9 85
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 4 4 11 75
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 1 23 2 2 10 70
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 24 1 2 7 65
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 3 8 80
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 2 3 5 57
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 4 6 8 73
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 1 3 13 88
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 2 3 9 76
Total Working Papers 0 0 1 254 22 35 103 1,031

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 1 2 3 18
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 12 1 1 6 64
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 0 1 13 2 2 5 40
Matrix exponential stochastic volatility with cross leverage 0 0 0 8 3 4 12 55
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 1 1 8 2 4 10 32
Total Journal Articles 0 1 2 46 9 13 36 209

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06