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 2 9 65
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 1 1 6 87
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 1 1 8 63
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 1 41 41 2 3 26 27
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 14 14 1 3 10 10
Alternative Asymmetric Stochastic Volatility Models 0 0 0 5 0 1 2 49
Alternative Asymmetric Stochastic Volatility Models 0 0 1 46 3 3 7 151
Alternative Asymmetric Stochastic Volatility Models 0 0 1 62 0 0 6 128
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 1 4 51
Alternative Asymmetric Stochastic Volatility Models 0 0 1 7 0 1 7 43
Asymmetric Multivariate Stochastic Volatility 0 0 0 260 0 0 4 579
Asymmetry and Leverage in Realized Volatility 0 0 0 15 0 1 4 59
Asymmetry and Leverage in Realized Volatility 0 0 0 38 0 0 4 88
Asymmetry and Long Memory in Volatility Modelling 0 0 1 25 0 1 7 73
Asymmetry and Long Memory in Volatility Modelling 1 1 1 19 1 1 7 97
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 1 4 106
Asymmetry and Long Memory in Volatility Modelling 1 1 1 76 1 1 7 97
Asymmetry and leverage in realized volatility 0 0 0 69 0 0 5 97
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 18 18 0 0 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 1 44 44 0 3 23 23
Block Structure Multivariate Stochastic Volatility Models 0 0 1 29 0 0 4 76
Block Structure Multivariate Stochastic Volatility Models 0 0 0 18 2 2 3 79
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 1 1 3 80
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 5 0 0 4 48
Dynamic Conditional Correlations for Asymmetric Processes 0 0 3 82 1 3 11 213
Dynamic Conditional Correlations for Asymmetric Processes 0 0 1 14 0 2 7 65
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 18 1 1 4 55
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 0 5 151
Dynamic Conditional Correlations for Asymmetric Processes 0 0 2 14 0 0 6 42
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 2 4 62 0 2 15 34
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 2 34 0 0 12 18
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 0 0 8 16
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 33 0 2 9 71
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 48 0 1 7 69
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 3 16 0 1 13 43
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 39 1 1 4 99
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 1 1 3 66
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 1 45 1 1 5 73
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 4 63
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 37 1 1 6 55
Forecasting the Volatility of Nikkei 225 Futures 0 16 41 41 1 4 7 7
Forecasting the Volatility of Nikkei 225 Futures 2 4 14 14 4 7 24 24
Forecasting the volatility of Nikkei 225 futures 1 2 26 26 2 5 28 28
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 8 1 2 10 46
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 35 1 1 13 93
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 26 6 8 13 105
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 0 0 5 37
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 1 4 59
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 1 1 4 26
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 1 1 7 42
Modelling and Forecasting Noisy Realized Volatility 0 0 1 63 1 1 5 111
Modelling and Forecasting Noisy Realized Volatility 0 0 0 21 1 1 5 116
Modelling and Forecasting Noisy Realized Volatility 0 0 2 63 0 0 7 131
Modelling and Forecasting Noisy Realized Volatility 0 0 1 67 1 1 10 108
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 0 5 100
Multivariate Stochastic Volatility 0 1 4 28 0 2 14 113
Multivariate stochastic volatility 0 0 3 259 0 2 22 514
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 2 5 50 1 2 9 135
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 16 16 1 3 8 8
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 20 20 1 2 9 9
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 1 2 49 49 2 5 22 22
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 86 86 86 1 11 11 11
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 28 0 1 11 37
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 13 1 2 4 23
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 4 25 0 2 15 46
Total Working Papers 7 119 429 2,618 47 108 569 5,274


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 1 51 0 0 4 105
Alternative Asymmetric Stochastic Volatility Models 0 0 0 19 0 2 4 104
Asymmetric Multivariate Stochastic Volatility 1 1 1 44 1 4 7 125
Asymmetry and Long Memory in Volatility Modeling 0 0 0 21 0 1 7 68
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 0 0 0 86 1 1 5 269
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions 0 0 0 3 0 0 4 15
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 0 0 1 240 1 2 6 419
Dynamic Asymmetric Leverage in Stochastic Volatility Models 1 1 1 66 1 1 1 226
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 1 5 1 1 8 31
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 3 12 0 0 23 72
Forecasting volatility using range data: analysis for emerging equity markets in Latin America 0 0 0 11 0 0 2 74
Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil 1 2 6 26 2 4 26 128
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets 0 0 0 20 1 3 14 83
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited 0 1 4 4 2 4 22 22
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range 0 0 0 0 1 1 9 65
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 1 1 3 14 2 4 13 65
Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes 0 0 0 4 0 0 7 37
Matrix exponential stochastic volatility with cross leverage 1 1 1 1 2 2 11 16
Modelling and forecasting noisy realized volatility 0 0 1 32 0 1 12 129
Multivariate Stochastic Volatility: A Review 0 0 2 94 0 1 9 235
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 43 0 1 5 195
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 51 0 1 11 286
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 1 2 0 0 3 15
Stress testing correlation matrices for risk management 0 1 4 17 0 3 17 69
The relationship between stock return volatility and trading volume: the case of the Philippines 0 0 1 86 0 1 6 252
The structure of dynamic correlations in multivariate stochastic volatility models 0 0 2 120 0 0 6 344
Time series evidence on a new Keynesian theory of the output-inflation trade-off 0 0 0 25 1 1 2 113
Total Journal Articles 5 8 33 1,097 16 39 244 3,562


Statistics updated 2017-09-03