写真a

ISHIDA Isao

Position

Professor

Graduate School 【 display / non-display

  •  
    -
    2004.12

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

External Career 【 display / non-display

  • 2013.04
    -
    2013.09

    Osaka University   Center for the Study of Finance and Insurance  

  • 2012.04
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    2013.03

    Osaka University   Center for the Study of Finance and Insurance  

  • 2009.09
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    2012.03

    Osaka University   Center for the Study of Finance and Insurance  

  • 2004.04
    -
    2009.08

    University of Tokyo   Graduate School of Public Policy  

  • 2003.09
    -
    2009.08

    University of Tokyo   Faculty of Economics  

 

Published Papers 【 display / non-display

  • Modelling autoregressive processes with moving-quantiles-implied nonlinearity

    Isao Ishida, Virmantas Kvedaras

    Econometrics     2015  [Refereed]

    Joint Work

    DOI

  • Testing for the effects of omitted power transformations

    Jin Seo Cho, Isao Ishida

    Economics Letters   117   287 - 290   2012  [Refereed]

    Joint Work

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

    Isao Ishida, Michael McAleer, Kosuke Oya

    Managerial Finance   37   2011  [Refereed]

    Joint Work

  • Revisiting tests for neglected nonlinearity using artificial neural networks

    Jin Seo Cho, Isao Ishida, Halbert White

    Neural Computation   23   1133 - 1186   2011  [Refereed]

    Joint Work

  • Model-free implied volatility: From surface to index

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

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

    Joint Work

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Books etc 【 display / non-display

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

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

    Oxford University Press  2014 ISBN: 0199679959