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 2 12 100
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 1 1 3 177
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 5 11 125
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 0 11 237
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 1 8 101
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 32 3 5 22 176
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 238 2 14 34 748
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 1 57 1 5 14 191
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 0 3 9 446
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 0 4 11 106
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 1 2 8 182
Total Working Papers 0 0 1 668 8 42 143 2,589

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 1 7 0 3 12 46
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 0 7 15 96
Testing for the effects of omitted power transformations 0 0 0 8 0 1 10 59
Total Journal Articles 0 0 1 27 0 11 37 201
1 registered items for which data could not be found
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Statistics updated 2026-07-10