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Details about Isao Ishida

Workplace:Faculty of Economics, Konan University, (more information at EDIRC)

Access statistics for papers by Isao Ishida.

Last updated 2016-03-17. Update your information in the RePEc Author Service.

Short-id: pis93


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Working Papers

2013

  1. Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  2. 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.)
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (11)

2011

  1. Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (9)
  2. Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (5)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (9)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads

    See also Journal Article in Managerial Finance (2011)

2009

  1. Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads

2005

  1. Scanning Multivariate Conditional Densities with Probability Integral Transforms
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (8)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2005) Downloads View citations (8)

Journal Articles

2015

  1. Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
    Econometrics, 2015, 3, (1), 1-53 Downloads

2012

  1. Testing for the effects of omitted power transformations
    Economics Letters, 2012, 117, (1), 287-290 Downloads View citations (14)

2011

  1. Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
    Managerial Finance, 2011, 37, (11), 1048-1067 Downloads View citations (9)
    See also Working Paper (2011)
  2. MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX
    International Journal of Theoretical and Applied Finance (IJTAF), 2011, 14, (04), 433-463 Downloads View citations (5)
 
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