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 1 5 6 98
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 61 0 7 8 140
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 14 1 4 8 84
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors 0 0 0 24 0 2 3 118
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 9 0 5 7 71
Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- 0 0 1 23 0 6 8 68
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 1 2 3 68
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 24 0 5 5 63
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 2 4 7 79
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 0 2 54
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 1 7 11 86
Multivariate Stochastic Volatility with Cross Leverage 0 0 0 0 0 6 6 73
Total Working Papers 0 0 1 254 6 53 74 1,002

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 2 17
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors 0 0 0 12 0 3 5 63
Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 0 1 1 13 0 1 3 38
Matrix exponential stochastic volatility with cross leverage 0 0 0 8 1 7 10 52
Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage 0 0 0 7 0 4 6 28
Total Journal Articles 0 1 1 45 2 17 26 198

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Statistics updated 2026-03-04