Isao Ishida
Names
| first: | Isao |
| last: | Ishida |
Identifer
| RePEc Short-ID: | pis93 |
Contact
Affiliations
-
Konan University
/ Faculty of Economics
- EDIRC entry
- location:
Research profile
author of:
- Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:cbt:econwp:11/11)
by Isao Ishida & Michael McAleer & Kosuke Oya - Scanning Multivariate Conditional Densities with Probability Integral Transforms (RePEc:cfi:fseres:cf045)
by Isao Ishida - Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model (RePEc:cfi:fseres:cf145)
by Isao Ishida & Toshiaki Watanabe - Testing for the effects of omitted power transformations (RePEc:eee:ecolet:v:117:y:2012:i:1:p:287-290)
by Cho, Jin Seo & Ishida, Isao - Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:1048-1067 (article)
- Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX (RePEc:ems:eureir:22806)
by Ishida, I. & McAleer, M.J. & Oya, K. - Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity (RePEc:gam:jecnmx:v:3:y:2015:i:1:p:2-54:d:44835)
by Isao Ishida & Virmantas Kvedaras - Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model (RePEc:hst:ghsdps:gd08-032)
by Isao Ishida & Toshiaki Watanabe - Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:kyo:wpaper:759)
by Isao Ishida & Michael McAleer & Kosuke Oya - Scanning Multivariate Conditional Densities with Probability Integral Transforms (RePEc:tky:fseres:2005cf369)
by Isao Ishida - Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model (RePEc:tky:fseres:2009cf608)
by Isao Ishida & Toshiaki Watanabe - Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:ucm:doicae:1117)
by Isao Ishida & Michael McAleer & Kosuke Oya - Model-Free Implied Volatility: From Surface To Index (RePEc:wsi:ijtafx:v:14:y:2011:i:04:n:s0219024911006681)
by M. Fukasawa & I. Ishida & N. Maghrebi & K. Oya & M. Ubukata & K. Yamazaki - 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 Teras (RePEc:yon:wpaper:2013rwp-55)
by Jin Seo Cho & Isao Ishida & Halbert White - Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" (RePEc:yon:wpaper:2013rwp-55a)
by Jin Seo Cho & Isao Ishida & Halbert White