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    (Last updated : 2018-09-18 15:34:53)
  ISHIHARA Tsunehiro
   Faculty of Business Administration Department of Business Administration
   Lecturer
 Books and Articles
1. 2017/03 Thesis Portfolio Optimization using Dynamic Factor and Stochastic Volatility:Evidence on Fat-tailed Error and Leverage  (Collaboration) 
2. 2016/08 Thesis Matrix exponential stochastic volatility with cross leverage  (Collaboration) 
3. 2012 Book Multivariate Stochastic Volatility Model  (Collaboration) 
 ReaD Researcher code
7000009748
 Department laboratory expense researcher number
  60609072

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