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 0 15 1 1 9 64
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 0 2 8 62
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 0 0 8 86
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 14 14 1 1 8 8
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 1 40 40 0 1 24 24
Alternative Asymmetric Stochastic Volatility Models 0 0 1 7 1 2 8 43
Alternative Asymmetric Stochastic Volatility Models 0 0 1 62 0 0 6 128
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 1 1 4 51
Alternative Asymmetric Stochastic Volatility Models 0 0 1 46 0 0 5 148
Alternative Asymmetric Stochastic Volatility Models 0 0 0 5 1 1 2 49
Asymmetric Multivariate Stochastic Volatility 0 0 1 260 0 0 5 579
Asymmetry and Leverage in Realized Volatility 0 0 0 38 0 0 5 88
Asymmetry and Leverage in Realized Volatility 0 0 0 15 0 1 3 58
Asymmetry and Long Memory in Volatility Modelling 0 0 1 25 1 1 9 73
Asymmetry and Long Memory in Volatility Modelling 0 0 0 18 0 0 7 96
Asymmetry and Long Memory in Volatility Modelling 0 0 0 75 0 1 7 96
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 1 1 6 106
Asymmetry and leverage in realized volatility 0 0 0 69 0 2 6 97
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 18 18 0 1 7 7
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 13 13 0 0 7 7
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 43 43 1 1 21 21
Block Structure Multivariate Stochastic Volatility Models 0 0 1 29 0 1 6 76
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 5 79
Block Structure Multivariate Stochastic Volatility Models 0 0 0 18 0 0 2 77
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 5 0 0 4 48
Dynamic Conditional Correlations for Asymmetric Processes 0 0 3 14 0 0 7 42
Dynamic Conditional Correlations for Asymmetric Processes 0 1 1 14 1 2 7 64
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 0 6 151
Dynamic Conditional Correlations for Asymmetric Processes 0 1 3 82 0 2 10 210
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 18 0 0 4 54
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 1 1 32 61 1 1 28 33
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 34 34 0 0 18 18
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 25 25 0 0 16 16
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 33 1 3 11 70
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 48 0 2 8 68
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 3 16 1 2 14 43
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 39 0 0 5 98
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 5 63
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 3 65
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 1 45 0 0 4 72
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 37 0 0 5 54
Forecasting the Volatility of Nikkei 225 Futures 1 7 11 11 1 15 18 18
Forecasting the Volatility of Nikkei 225 Futures 15 40 40 40 2 5 5 5
Forecasting the volatility of Nikkei 225 futures 0 4 24 24 2 14 25 25
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 8 1 1 11 45
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 26 1 1 9 98
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 35 0 2 12 92
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 0 2 4 25
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 1 2 4 59
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 0 1 5 37
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 1 8 41
Modelling and Forecasting Noisy Realized Volatility 0 0 0 21 0 0 7 115
Modelling and Forecasting Noisy Realized Volatility 0 1 1 67 0 1 10 107
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 1 6 100
Modelling and Forecasting Noisy Realized Volatility 0 1 1 63 0 4 4 110
Modelling and Forecasting Noisy Realized Volatility 0 1 2 63 0 1 7 131
Multivariate Stochastic Volatility 0 2 3 27 0 3 15 111
Multivariate stochastic volatility 0 0 4 259 1 2 22 513
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. ) 1 1 4 49 1 1 11 134
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 1 1 48 48 2 4 19 19
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 20 20 0 0 7 7
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 16 16 16 1 4 6 6
Realized Stochastic Volatility with General Asymmetry and Long Memory 29 29 29 29 4 4 4 4
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 28 0 2 11 36
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 13 1 3 5 22
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 4 25 1 2 15 45
Total Working Papers 48 107 449 2,547 31 108 583 5,197


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 1 1 51 0 1 5 105
Alternative Asymmetric Stochastic Volatility Models 0 0 0 19 1 1 5 103
Asymmetric Multivariate Stochastic Volatility 0 0 1 43 2 2 8 123
Asymmetry and Long Memory in Volatility Modeling 0 0 0 21 1 1 8 68
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 0 0 1 86 0 0 6 268
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions 0 0 0 3 0 0 5 15
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 0 1 1 240 1 3 7 418
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 0 0 65 0 0 2 225
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 1 5 0 1 9 30
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 2 3 12 0 8 26 72
Forecasting volatility using range data: analysis for emerging equity markets in Latin America 0 0 0 11 0 0 4 74
Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil 0 0 4 24 0 1 25 124
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets 0 0 1 20 1 3 15 81
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited 0 2 3 3 0 4 18 18
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range 0 0 0 0 0 2 8 64
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 2 13 2 4 14 63
Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes 0 0 2 4 0 2 11 37
Matrix exponential stochastic volatility with cross leverage 0 0 0 0 0 3 13 14
Modelling and forecasting noisy realized volatility 0 0 1 32 1 1 13 129
Multivariate Stochastic Volatility: A Review 0 2 2 94 1 4 9 235
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 43 0 0 8 194
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 51 0 1 15 285
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 1 2 0 0 4 15
Stress testing correlation matrices for risk management 0 1 3 16 1 3 17 67
The relationship between stock return volatility and trading volume: the case of the Philippines 0 0 1 86 0 0 9 251
The structure of dynamic correlations in multivariate stochastic volatility models 0 2 4 120 0 2 11 344
Time series evidence on a new Keynesian theory of the output-inflation trade-off 0 0 0 25 0 0 3 112
Total Journal Articles 0 11 32 1,089 11 47 278 3,534


Statistics updated 2017-07-04