6
H index
4
i10 index
68
Citations
Isao Ishida : Citation Profile
Konan University | RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2005 - 2015). 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:
| Cites to:
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Main data
Where Isao Ishida has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 |
Recent works citing Isao Ishida (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Recent 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 |
| 2023 | Markov-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 |
| 2023 | Variance 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 11 |
| 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 nother version. Agregated cites: 11 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 nother 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 | 1 |
| 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 nother version. Agregated cites: 1 | 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 nother version. Agregated cites: 1 | paper | |
| 2012 | Testing for the effects of omitted power transformations In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 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 | 9 |
| 2015 | Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2011 | MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 10 |
| 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 | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team