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Isao Ishida

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.

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First Name:Isao
Middle Name:
Last Name:Ishida
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RePEc Short-ID:pis93
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  1. Jin Seo Cho & Isao Ishida & Halbert White, 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," Working papers 2013rwp-55, Yonsei University, Yonsei Economics Research Institute.
  2. Jin Seo Cho & Isao Ishida & Halbert White, 2013. "Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"," Working papers 2013rwp-55a, Yonsei University, Yonsei Economics Research Institute.
  3. 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.
  4. Ishida, I. & McAleer, M.J. & Oya, K., 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX," Econometric Institute Research Papers EI 2011-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. 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 gd08-032, Institute of Economic Research, Hitotsubashi University.
  6. Isao Ishida, 2005. "Scanning Multivariate Conditional Densities with Probability Integral Transforms," CARF F-Series CARF-F-045, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  1. Isao Ishida & Virmantas Kvedaras, 2015. "Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 2, January.
  2. Cho, Jin Seo & Ishida, Isao, 2012. "Testing for the effects of omitted power transformations," Economics Letters, Elsevier, vol. 117(1), pages 287-290.
  3. 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," Managerial Finance, Emerald Group Publishing, vol. 37(11), pages 1048-1067, October.
  4. 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., vol. 14(04), pages 433-463.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (5) 2009-03-07 2009-03-14 2011-02-12 2011-06-25 2013-03-09. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2009-03-07 2011-02-12 2011-06-25. Author is listed
  3. NEP-FOR: Forecasting (3) 2005-10-15 2009-03-07 2009-03-14. Author is listed
  4. NEP-MST: Market Microstructure (3) 2009-03-07 2011-02-12 2011-06-25. Author is listed
  5. NEP-ECM: Econometrics (2) 2005-10-15 2011-02-12. Author is listed
  6. NEP-FMK: Financial Markets (2) 2009-03-07 2011-02-12. Author is listed
  7. NEP-CMP: Computational Economics (1) 2013-03-09
  8. NEP-RMG: Risk Management (1) 2011-06-25

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