Selected Entire List   Ishida, Isao  SSRN Author Rank: 30,553 by Downloads   Osaka University  1-1 Yamadaoka  Suita  Osaka, 565-0871  Japan  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Ishida, Isao's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 626 Total Citations 1 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Estimating the Leverage Parameter of Continuous-Time Stochastic Volatility Models Using High Frequency S&P 500 and VIX | Show Abstract Hide Abstract | Download | Working Paper Series Ishida, Isao Osaka University McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Oya, Kosuke Osaka University Posted: 07 Feb 11 Last Revised: 19 Oct 11 626 (19,016) 1 Continuous Time, High Frequency Data, Stochastic Volatility, S&P 500, Implied Volatility, VIX Records 1 - 1 of 1 matches [ 1 ]

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