Isao Ishida : Citation Profile

Are you Isao Ishida?

Konan University

6

H index

4

i10 index

68

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   10 years (2005 - 2015). See details.
   Cites by year: 6
   Journals where Isao Ishida has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis93
   Updated: 2024-04-18    RAS profile: 2024-04-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Isao Ishida.

Is cited by:

Cho, Jin Seo (27)

Phillips, Peter (10)

Chang, Chia-Lin (9)

Jimenez-Martin, Juan (9)

Pérez-Amaral, Teodosio (7)

Dovern, Jonas (5)

Powell, Robert (5)

Allen, David (5)

Teräsvirta, Timo (4)

shin, yongcheol (2)

Choi, Jaedo (2)

Cites to:

Bollerslev, Tim (16)

Diebold, Francis (11)

Andersen, Torben (9)

Shephard, Neil (9)

Giacomini, Raffaella (5)

Clark, Todd (4)

Hong, Yongmiao (4)

Bauwens, Luc (4)

Engle, Robert (4)

Tay, Anthony S (3)

Meitz, Mika (3)

Main data

Where Isao Ishida has published?

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute2
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2

Recent works citing Isao Ishida (2024 and 2023)

YearTitle of citing document
2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

Full description at Econpapers || Download paper

2023Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068.

Full description at Econpapers || Download paper

2023Variance Risk Premium Components in Japan for Predictability: Evidence from the COVID-19 Pandemic. (2023). Ubukata, Masato. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:8:p:27.

Full description at Econpapers || Download paper

Works by Isao Ishida:

YearTitleTypeCited
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX In: Working Papers in Economics.
[Full Text][Citation analysis]		paper11
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2005Scanning Multivariate Conditional Densities with Probability Integral Transforms In: CARF F-Series.
[Full Text][Citation analysis]		paper8
2005Scanning Multivariate Conditional Densities with Probability Integral Transforms.(2005) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2009Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model In: CARF F-Series.
[Full Text][Citation analysis]		paper1
2009Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model.(2009) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Testing for the effects of omitted power transformations In: Economics Letters.
[Full Text][Citation analysis]		article16
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper9
2015Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity In: Econometrics.
[Full Text][Citation analysis]		article0
2011MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article10
2013Testing 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 In: Working papers.
[Full Text][Citation analysis]		paper11
2013Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions In: Working papers.
[Full Text][Citation analysis]		paper2

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