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 4 8 10 98
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 0 1 175
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 1 8 11 237
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 3 4 6 120
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 1 4 7 100
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 32 4 8 14 167
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 1 1 1 57 2 4 9 185
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 3 238 5 6 22 729
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 15 3 5 6 101
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 105 2 6 7 443
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 5 179
Total Working Papers 1 1 4 668 26 57 98 2,534

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 5 7 41
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 1 7 9 89
Testing for the effects of omitted power transformations 0 0 0 8 1 6 7 56
Total Journal Articles 0 0 0 26 2 18 23 186
1 registered items for which data could not be found
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Statistics updated 2026-03-04