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 1 1 16 0 2 6 79
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 1 2 5 163
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 0 4 109
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 1 75 0 3 13 207
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 1 19 0 0 4 92
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 0 56 1 1 9 169
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 1 1 1 228 1 2 14 658
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model 0 0 1 29 1 1 6 137
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 0 13 1 1 6 88
Scanning Multivariate Conditional Densities with Probability Integral Transforms 0 0 1 105 1 1 6 429
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 36 0 0 8 167
Total Working Papers 1 2 6 649 6 13 81 2,298


Journal Article 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 and VIX 0 0 0 5 0 0 2 49
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity 0 0 0 12 1 2 8 72
Testing for the effects of omitted power transformations 0 0 0 8 0 0 4 45
Total Journal Articles 0 0 0 25 1 2 14 166


Statistics updated 2020-09-04