Access Statistics for Manabu Asai

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Asymmetric Stochastic Volatility Models 4 25 25 25 8 18 18 18
Asymmetric Multivariate Stochastic Volatility 5 12 51 176 9 20 96 349
Asymmetry and Leverage in Realized Volatility 7 26 26 26 14 18 18 18
Asymmetry and leverage in realized volatility 1 6 39 39 1 8 33 33
Dynamic Conditional Correlations for Asymmetric Processes 3 25 25 25 3 11 11 11
Modelling and Forecasting Noisy Realized Volatility 8 30 30 30 5 8 8 8
Multivariate stochastic volatility 2 13 58 145 3 20 108 234
Total Working Papers 30 137 254 466 43 103 292 671


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Portfolio Index GARCH model 3 8 28 32 4 12 44 50
A distribution-free test for symmetry with an application to S&P index returns 1 1 4 5 3 5 22 46
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 1 2 25 33 2 8 74 91
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 2 11 48 156 5 14 68 242
Multivariate stochastic volatility, leverage and news impact surfaces 3 8 9 9 11 25 26 26
Non-trading day effects in asymmetric conditional and stochastic volatility models 2 5 17 42 6 13 68 177
The relationship between stock return volatility and trading volume: the case of the Philippines 2 8 36 44 6 18 103 125
The structure of dynamic correlations in multivariate stochastic volatility models 5 8 8 8 8 13 13 13
Time Series Evidence on a New Keynesian Theory of the Output-Inflation Trade-Off 1 1 2 19 1 2 8 78
Total Journal Articles 20 52 177 348 46 110 426 848


Statistics updated 2009-11-04