5
H index
3
i10 index
44
Citations
Konan University | 5 H index 3 i10 index 44 Citations RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo | 2 |
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo | 2 |
Working papers / Yonsei University, Yonsei Economics Research Institute | 2 |
Year | Title of citing document |
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2020 | Orderâ€invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Estimating 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] | paper | 10 |
2011 | Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX.(2011) In: Managerial Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2011 | Estimating 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 another version. Agregated cites: 10 | paper | |
2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2005 | Scanning Multivariate Conditional Densities with Probability Integral Transforms In: CARF F-Series. [Full Text][Citation analysis] | paper | 8 |
2005 | Scanning Multivariate Conditional Densities with Probability Integral Transforms.(2005) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Modeling 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 another version. Agregated cites: 0 | paper | |
2009 | Modeling 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 another version. Agregated cites: 0 | paper | |
2012 | Testing for the effects of omitted power transformations In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2011 | Estimating 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] | paper | 5 |
2015 | Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2013 | 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 In: Working papers. [Full Text][Citation analysis] | paper | 11 |
2013 | Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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