4
H index
3
i10 index
85
Citations
Osaka University of Economics | 4 H index 3 i10 index 85 Citations RESEARCH PRODUCTION: 5 Articles 12 Papers RESEARCH ACTIVITY: 9 years (2008 - 2017). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pis204 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tsunehiro Ishihara. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 2 |
Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo | 7 |
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo | 3 |
Year | Title of citing document |
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2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper |
2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 7 |
2009 | Multivariate Stochastic Volatility with Cross Leverage In: CARF F-Series. [Citation analysis] | paper | 29 |
2009 | Multivariate Stochastic Volatility with Cross Leverage.(2009) In: CIRJE F-Series. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2009 | Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors In: CARF F-Series. [Full Text][Citation analysis] | paper | 18 |
2010 | Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2012 | Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors.(2009) In: CIRJE F-Series. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2008 | Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- In: CARF J-Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Matrix exponential stochastic volatility with cross leverage In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 29 |
2011 | Matrix Exponential Stochastic Volatility with Cross Leverage.(2011) In: CIRJE F-Series. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2013 | Matrix Exponential Stochastic Volatility with Cross Leverage.(2013) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | Matrix Exponential Stochastic Volatility with Cross Leverage.(2014) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | Matrix Exponential Stochastic Volatility with Cross Leverage.(2014) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2015 | Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2015 | Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2008 | Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-(in Japanese) In: CIRJE J-Series. [Full Text][Citation analysis] | paper | 1 |
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