Concepedia
Statistics
Publications
7
Citations
115
H-Index
Active since
1984
Affiliations
The University of Osaka(Current)
University of California San Diego
Osaka University of Economics
Yonsei University
Isao Ishida is an author at The University of Osaka specializing in financial economics, stochastic volatility models, and economics.
Publications per year
1984–2012
Modeling Variance of Variance: The Square-Root, the Affine, and the CEV GARCH Models ∗
Isao Ishida, Robert F. Engle · 2002 · 23 citations
Business, 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
Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks
Jin Seo Cho, Isao Ishida, Halbert White · Neural Computation · 2011 · 20 citations
Computing, Computer Science, Mathematics +16
Testing for the effects of omitted power transformations
Jin Seo Cho, Isao Ishida · Economics Letters · 2012 · 18 citations
Public Health, Biostatistics, Causal Inference +8
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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