Tsunehiro Ishihara

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 1

Top Topics

Hopfield Neural Network

Bayesian Estimation

Top Venues

Comput. Stat. Data Anal.

Publications

Tsunehiro Ishihara, Yasuhiro Omori, Manabu Asai
Matrix exponential stochastic volatility with cross leverage. Comput. Stat. Data Anal. 100 (2016)
Tsunehiro Ishihara, Yasuhiro Omori
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. Comput. Stat. Data Anal. 56 (11) (2012)
Tsunehiro Ishihara, Yasuhiro Omori
Multivariate Stochastic Volatility Model with Cross Leverage. COMPSTAT (2010)