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Isao Ishida

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This is information that was supplied by Isao Ishida in registering through RePEc. If you are Isao Ishida , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Isao
Middle Name:
Last Name: Ishida
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RePEc Short-ID: pis93

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Affiliation

Center for the Study of Finance and Insurance (CSFI)
Osaka University
Location: Osaka, Japan
Homepage: http://www-csfi.sigmath.es.osaka-u.ac.jp/
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Handle: RePEc:edi:csosujp (more details at EDIRC)

Works

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Working papers

  1. Isao Ishida & Michael McAleer & Kosuke Oya, 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," KIER Working Papers 759, Kyoto University, Institute of Economic Research.
  2. Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University gd08-032, Institute of Economic Research, Hitotsubashi University.
  3. Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-045, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

Articles

  1. M. Fukasawa & I. Ishida & N. Maghrebi & K. Oya & M. Ubukata & K. Yamazaki, 2011. "Model-Free Implied Volatility: From Surface To Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 433-463.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2005-10-15 2011-02-12. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2009-03-07 2011-02-12 2011-06-25. Author is listed
  3. NEP-FMK: Financial Markets (2) 2009-03-07 2011-02-12. Author is listed
  4. NEP-FOR: Forecasting (3) 2005-10-15 2009-03-07 2009-03-14. Author is listed
  5. NEP-MST: Market Microstructure (3) 2009-03-07 2011-02-12 2011-06-25. Author is listed
  6. NEP-ORE: Operations Research (4) 2009-03-07 2009-03-14 2011-02-12 2011-06-25. Author is listed
  7. NEP-RMG: Risk Management (1) 2011-06-25

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