Isao Ishida : Citation Profile

Konan University

6

H index

4

i10 index

69

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: 1.    Total self citations: 1 (1.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis93
   Updated: 2026-05-02    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)

Powell, Robert (5)

Dovern, Jonas (5)

Allen, David (5)

Seong, Dakyung (4)

Teräsvirta, Timo (4)

Choi, Jaedo (2)

Cites to:

Bollerslev, Tim (16)

Diebold, Francis (11)

Andersen, Torben (9)

Shephard, Neil (9)

Giacomini, Raffaella (5)

Engle, Robert (4)

Bauwens, Luc (4)

Hong, Yongmiao (4)

Clark, Todd (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 (2025 and 2024)

YearTitle of citing document
2026Advances in forecasting realized volatility: a review of methodologies. (2026). Leushuis, Radmir Mishelevich ; Petkov, Nicolai. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00809-5.

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
2011Estimating 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 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]		paper2
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: 2		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: 2		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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