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
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 15 0 1 12 63
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 0 2 9 60
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 2 30 0 2 10 86
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 1 14 14 0 3 7 7
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 1 1 39 39 1 7 23 23
Alternative Asymmetric Stochastic Volatility Models 0 0 1 46 0 2 7 148
Alternative Asymmetric Stochastic Volatility Models 1 1 1 7 1 2 8 41
Alternative Asymmetric Stochastic Volatility Models 0 0 1 62 1 4 9 128
Alternative Asymmetric Stochastic Volatility Models 0 0 0 5 0 0 3 48
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 2 6 50
Asymmetric Multivariate Stochastic Volatility 0 0 2 260 0 2 7 579
Asymmetry and Leverage in Realized Volatility 0 0 0 38 1 3 6 88
Asymmetry and Leverage in Realized Volatility 0 0 0 15 0 2 5 57
Asymmetry and Long Memory in Volatility Modelling 0 0 0 18 0 1 9 96
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 2 9 105
Asymmetry and Long Memory in Volatility Modelling 0 0 1 25 1 4 11 72
Asymmetry and Long Memory in Volatility Modelling 0 0 0 75 0 3 10 95
Asymmetry and leverage in realized volatility 0 0 0 69 0 2 9 95
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 1 43 43 0 5 20 20
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 1 1 18 18 1 2 6 6
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 13 13 0 4 7 7
Block Structure Multivariate Stochastic Volatility Models 0 0 0 18 0 0 4 77
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 8 78
Block Structure Multivariate Stochastic Volatility Models 0 0 1 29 0 1 8 75
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 1 3 6 151
Dynamic Conditional Correlations for Asymmetric Processes 0 0 3 14 0 1 7 42
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 18 0 2 5 54
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 13 0 3 8 62
Dynamic Conditional Correlations for Asymmetric Processes 1 1 3 81 2 4 13 208
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 5 0 1 8 48
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 34 34 0 4 18 18
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 1 60 60 0 6 32 32
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 25 25 0 4 16 16
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 1 33 1 3 10 67
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 2 2 3 16 2 5 14 41
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 1 48 0 3 16 66
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 2 7 63
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 1 1 1 45 1 3 6 72
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 1 39 0 1 10 98
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 7 64
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 37 1 1 7 54
Forecasting the Volatility of Nikkei 225 Futures 0 4 4 4 2 3 3 3
Forecasting the volatility of Nikkei 225 futures 3 20 20 20 6 11 11 11
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 8 0 3 13 44
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 35 0 1 12 90
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 2 26 0 3 12 97
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 0 1 4 23
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 1 21 0 1 11 40
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 2 3 57
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 0 3 6 36
Modelling and Forecasting Noisy Realized Volatility 0 1 1 62 0 4 9 130
Modelling and Forecasting Noisy Realized Volatility 0 0 0 62 0 0 3 106
Modelling and Forecasting Noisy Realized Volatility 0 0 0 66 0 1 11 106
Modelling and Forecasting Noisy Realized Volatility 0 0 0 21 0 2 11 115
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 1 2 8 99
Multivariate Stochastic Volatility 0 0 1 25 1 3 13 108
Multivariate stochastic volatility 0 0 4 259 0 4 25 511
Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Mikosch), 365-400. Springer-Verlag: New York. April 2009. ) 0 1 3 48 0 3 11 133
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 0 2 2 2 2
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 47 47 0 2 15 15
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 20 20 0 3 7 7
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 28 1 4 18 34
The Impact of Jumps and Leverage in Forecasting Co-Volatility 1 1 5 25 1 5 16 43
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 13 0 0 5 19
Total Working Papers 11 37 381 2,440 28 167 632 5,089


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 0 0 0 50 0 2 7 104
Alternative Asymmetric Stochastic Volatility Models 0 0 0 19 0 1 11 102
Asymmetric Multivariate Stochastic Volatility 0 0 2 43 1 3 9 121
Asymmetry and Long Memory in Volatility Modeling 0 0 0 21 0 3 12 67
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 0 0 2 86 0 2 11 268
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions 0 0 0 3 0 2 7 15
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 0 0 0 239 1 2 8 415
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 0 0 65 0 0 5 225
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 2 5 0 3 14 29
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 2 10 0 6 32 64
Forecasting volatility using range data: analysis for emerging equity markets in Latin America 0 0 0 11 0 1 5 74
Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil 1 1 5 24 2 4 34 123
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets 0 0 1 20 1 4 16 78
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited 0 0 1 1 1 2 14 14
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range 0 0 0 0 0 1 8 62
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 5 13 0 3 20 59
Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes 0 0 2 4 1 2 12 35
Matrix exponential stochastic volatility with cross leverage 0 0 0 0 0 3 11 11
Modelling and forecasting noisy realized volatility 0 0 1 32 0 1 13 128
Multivariate Stochastic Volatility: A Review 0 0 0 92 1 1 9 231
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 1 43 0 1 20 194
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 51 0 2 20 284
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 1 2 0 1 5 15
Stress testing correlation matrices for risk management 0 0 2 15 2 10 17 64
The relationship between stock return volatility and trading volume: the case of the Philippines 0 1 1 86 0 4 12 251
The structure of dynamic correlations in multivariate stochastic volatility models 0 0 2 118 0 0 13 342
Time series evidence on a new Keynesian theory of the output-inflation trade-off 0 0 2 25 0 1 7 112
Total Journal Articles 1 2 32 1,078 10 65 352 3,487


Statistics updated 2017-04-03