Access Statistics for Isao Ishida

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
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 0 0 0 88
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 0 1 226
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 1 1 1 114
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 0 1 174
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 0 93
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 56 0 1 1 176
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 1 235 0 3 12 707
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 1 32 0 0 5 153
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 0 0 0 436
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 0 0 0 95
Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.) 0 0 0 37 0 0 0 174
Total Working Papers 0 0 2 664 1 5 21 2,436

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX 0 0 0 6 0 1 1 34
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 0 0 1 80
Testing for the effects of omitted power transformations 0 0 0 8 0 0 0 49
Total Journal Articles 0 0 0 26 0 1 2 163
1 registered items for which data could not be found
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Statistics updated 2025-03-03