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Position |
Professor |
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Research Field |
Humanities & Social Sciences / Economic statistics |
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External Link |
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Graduate School 【 display / non-display 】
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University of California, San Diego Department of Economics Economics Doctor's Course Completed
- 2004.12
Campus Career 【 display / non-display 】
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KONAN UNIVERSITY Faculty of Economics Faculty of Economics Department of Economics Professor
2013.4
External Career 【 display / non-display 】
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Osaka University Center for the Study of Finance and Insurance
2013.4 - 2013.9
Country：Japan
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Osaka University Center for the Study of Finance and Insurance
2012.4 - 2013.3
Country：Japan
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Osaka University Center for the Study of Finance and Insurance
2009.9 - 2012.3
Country：Japan
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University of Tokyo Graduate School of Public Policy
2004.4 - 2009.8
Country：Japan
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University of Tokyo Faculty of Economics
2003.9 - 2009.8
Country：Japan
Papers 【 display / non-display 】
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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
Joint Work
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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
Joint Work
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Revisiting tests for neglected nonlinearity using artificial neural networks Reviewed
Jin Seo Cho, Isao Ishida, Halbert White
Neural Computation 23 1133 - 1186 2011
Joint Work
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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
Joint Work
Books and Other Publications 【 display / non-display 】
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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 ）
Review Papers (Misc) 【 display / non-display 】
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金融リスク測定に大きく貢献した「アーチモデル」 Invited
石田 功
週刊エコノミスト 82 ( 4 ) 44 - 56 2004.1
Publishing type：Article, review, commentary, editorial, etc. (trade magazine, newspaper, online media)
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金融市場分析に飛躍をもたらしたARCHモデル
石田 功
経済セミナー ( 588 ) 77 - 88 2004.1
Publishing type：Article, review, commentary, editorial, etc. (trade magazine, newspaper, online media)
Presentations 【 display / non-display 】
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On the Moving Quantile Effects in (Financial) Time Series
Isao Ishida
Asian Meeting of the Econometrics Society (University of Delhi) 2012.12 Econometrics Society
Country：India
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Estimating the Extended Heston Stochastic Volatility Model with Jacobi Stochastic Leverage for S&P500 and VIX
Isao Ishida
5th CSDA International Conference on Computational and Financial Econometrics (University of London) 2011.12
Country：United Kingdom
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Testing for Neglected Nonlinearity in Autoregressive Models of Volatility Indices
石田 功
日本統計学会第5回春季大会 (立教大学) 2011.3 日本統計学会