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 2 6 12 100
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 1 11 237
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 5 8 11 125
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 1 2 176
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 1 2 8 101
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 2 238 7 17 30 741
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 32 1 9 18 172
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 1 1 57 4 7 14 190
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 1 3 7 444
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 4 8 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 3 7 181
Total Working Papers 0 1 3 668 26 65 131 2,573

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 1 1 7 3 5 12 46
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 7 8 16 96
Testing for the effects of omitted power transformations 0 0 0 8 1 4 10 59
Total Journal Articles 0 1 1 27 11 17 38 201
1 registered items for which data could not be found
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Statistics updated 2026-05-06