写真a

ISHIDA Isao

Position

Professor

External Link

Graduate School 【 display / non-display

  • University of California, San Diego   Department of Economics   Economics   Doctor's Course   Completed

    - 2004.12

Campus Career 【 display / non-display

  • KONAN UNIVERSITY   Faculty of Economics   Faculty of Economics Department of Economics   Professor

    2013.4

External Career 【 display / non-display

  • Osaka University   Center for the Study of Finance and Insurance

    2013.4 - 2013.9

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    Country:Japan

  • Osaka University   Center for the Study of Finance and Insurance

    2012.4 - 2013.3

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    Country:Japan

  • Osaka University   Center for the Study of Finance and Insurance

    2009.9 - 2012.3

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    Country:Japan

  • University of Tokyo   Graduate School of Public Policy

    2004.4 - 2009.8

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    Country:Japan

  • University of Tokyo   Faculty of Economics

    2003.9 - 2009.8

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    Country:Japan

 

Papers 【 display / non-display

  • Modelling autoregressive processes with moving-quantiles-implied nonlinearity Reviewed

    Isao Ishida, Virmantas Kvedaras

    Econometrics   2015

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  • Testing for the effects of omitted power transformations Reviewed

    Jin Seo Cho, Isao Ishida

    Economics Letters   117   287 - 290   2012

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    Joint Work

  • Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX Reviewed

    Isao Ishida, Michael McAleer, Kosuke Oya

    Managerial Finance   37   2011

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    Joint Work

  • Revisiting tests for neglected nonlinearity using artificial neural networks Reviewed

    Jin Seo Cho, Isao Ishida, Halbert White

    Neural Computation   23   1133 - 1186   2011

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    Joint Work

  • Model-free implied volatility: From surface to index Reviewed

    Masaaki Fukasawa, Isao Ishida, Nabil Magrebi, Kosuke Oya, Masato Ubukata, Kazutoshi Yamazaki

    International Journal of Theoretical and Applied Finance   14   433 - 463   2011

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    Joint Work

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Books and Other Publications 【 display / non-display

  • Testing for neglected nonlinearity using twofold unidentified models under the null and hexic expansions

    Jin Seo Cho, Isao Ishida, Halbert White( Role: Joint author ,  in Niels Haldrup, Mika Meitz, and Pentti Saikkonen, eds., Essays in Nonlinear Time Series Econometrics)

    Oxford University Press  2014  ( ISBN:0199679959