Tsunehiro Ishihara

According to our database, Tsunehiro Ishihara authored at least 3 papers between 2010 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

Matrix exponential stochastic volatility with cross leverage.

Tsunehiro Ishihara, Yasuhiro Omori, Manabu Asai

Comput. Stat. Data Anal., 2016

2012

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors.

Tsunehiro Ishihara, Yasuhiro Omori

Comput. Stat. Data Anal., 2012

2010

Multivariate Stochastic Volatility Model with Cross Leverage.

Tsunehiro Ishihara, Yasuhiro Omori

Proceedings of the 19th International Conference on Computational Statistics, 2010