Access Statistics for Manabu Asai

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric Multivariate Stochastic Volatility	5	14	53	161	12	25	114	326
Asymmetry and leverage in realized volatility	8	20	28	28	8	18	19	19
Multivariate stochastic volatility	3	12	66	131	10	27	132	208
Total Working Papers	16	46	147	320	30	70	265	553

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Portfolio Index GARCH model	1	7	23	23	3	11	37	37
A distribution-free test for symmetry with an application to S&P index returns	0	2	4	4	0	8	41	41
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models	4	9	29	29	8	22	77	77
Comparison of MCMC Methods for Estimating Stochastic Volatility Models	7	17	46	143	8	22	71	222
Non-trading day effects in asymmetric conditional and stochastic volatility models	1	4	18	36	6	20	74	161
The relationship between stock return volatility and trading volume: the case of the Philippines	3	8	36	36	7	19	101	101
Time Series Evidence on a New Keynesian Theory of the Output-Inflation Trade-Off	0	1	2	18	1	2	10	76
Total Journal Articles	16	48	158	289	33	104	411	715

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Statistics updated 2009-07-03