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 1 5 6 94
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 1 1 4 117
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 1 1 175
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 3 9 10 236
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 2 5 6 99
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 56 1 4 7 183
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 32 4 5 10 163
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 3 238 1 6 17 724
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 3 4 5 441
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 1 2 3 98
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 2 3 4 178
Total Working Papers 0 0 3 667 19 45 73 2,508

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 4 5 7 41
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 5 6 8 88
Testing for the effects of omitted power transformations 0 0 0 8 4 6 6 55
Total Journal Articles 0 0 0 26 13 17 21 184
1 registered items for which data could not be found
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Statistics updated 2026-02-12