Concepedia
Statistics
Publications
3
Citations
76
H-Index
Active since
2008
Affiliations
The University of Osaka(Current)
Osaka University of Economics
Kosuke Oya is an author at The University of Osaka specializing in financial economics, economics, and finance.
Publications per year
2008–2011
Estimation and Testing for Dependence in Market Microstructure Noise
Masato Ubukata, Kosuke Oya · Journal of Financial Econometrics · 2008 · 43 citations
Social Sciences, Economics, Finance +17
MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX
Masaaki Fukasawa, Isao Ishida, Nabil Maghrebi et al. · International Journal of Theoretical and Applied Finance · 2011 · 20 citations
Business, Economics, Finance +17
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 · 2011 · 13 citations
Business, Economics, Finance +15
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