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 5 10 98
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 4 11 237
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 4 6 120
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 1 1 2 176
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 3 7 100
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 32 4 12 17 171
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 2 238 5 11 24 734
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 1 1 57 1 4 10 186
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 1 5 7 102
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 0 5 6 443
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 4 6 180
Total Working Papers 0 1 3 668 13 58 106 2,547

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 1 1 1 7 2 6 9 43
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 0 6 9 89
Testing for the effects of omitted power transformations 0 0 0 8 2 7 9 58
Total Journal Articles 1 1 1 27 4 19 27 190
1 registered items for which data could not be found
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Statistics updated 2026-04-09