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 0 1 8 65
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 0 1 4 87
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 1 30 0 2 9 64
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 2 14 0 3 9 12
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 5 41 0 3 15 28
Alternative Asymmetric Stochastic Volatility Models 0 0 1 7 0 1 7 44
Alternative Asymmetric Stochastic Volatility Models 0 0 1 62 0 0 5 128
Alternative Asymmetric Stochastic Volatility Models 0 0 0 46 0 4 7 152
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 1 5 52
Alternative Asymmetric Stochastic Volatility Models 0 0 0 5 0 0 1 49
Asymmetric Multivariate Stochastic Volatility 0 0 0 260 0 0 3 579
Asymmetry and Leverage in Realized Volatility 0 0 0 38 0 0 3 88
Asymmetry and Leverage in Realized Volatility 0 0 0 15 0 1 5 60
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 1 1 4 107
Asymmetry and Long Memory in Volatility Modelling 1 2 2 77 1 2 7 98
Asymmetry and Long Memory in Volatility Modelling 0 0 0 25 0 0 5 73
Asymmetry and Long Memory in Volatility Modelling 0 1 1 19 1 2 5 98
Asymmetry and leverage in realized volatility 0 0 0 69 0 0 5 97
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 3 44 0 1 15 24
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 0 0 5 7
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 2 18 0 0 4 7
Block Structure Multivariate Stochastic Volatility Models 0 0 0 29 0 0 2 76
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 3 80
Block Structure Multivariate Stochastic Volatility Models 0 0 0 18 0 3 3 80
Dynamic Conditional Correlations for Asymmetric Processes 0 1 1 6 0 1 3 49
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 0 3 151
Dynamic Conditional Correlations for Asymmetric Processes 0 0 2 82 0 1 9 213
Dynamic Conditional Correlations for Asymmetric Processes 0 0 1 14 0 0 7 65
Dynamic Conditional Correlations for Asymmetric Processes 0 0 1 14 0 0 2 42
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 18 0 1 4 55
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 1 1 4 63 1 1 12 35
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 1 34 0 0 7 18
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 0 0 6 16
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 48 0 0 6 69
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 1 1 1 34 1 1 9 72
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 2 16 0 0 10 43
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 1 45 0 1 5 73
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 2 4 67
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 39 0 1 2 99
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 3 63
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 37 0 1 5 55
Forecasting the Volatility of Nikkei 225 Futures 0 2 14 14 2 8 28 28
Forecasting the Volatility of Nikkei 225 Futures 1 1 42 42 2 4 10 10
Forecasting the volatility of Nikkei 225 futures 3 4 29 29 4 6 32 32
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 8 0 1 5 46
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 35 0 1 10 93
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 26 1 8 15 107
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 22 1 1 5 38
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 1 5 42
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 0 2 5 27
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 0 4 59
Modelling and Forecasting Noisy Realized Volatility 0 0 2 63 0 0 5 131
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 0 4 100
Modelling and Forecasting Noisy Realized Volatility 0 0 0 21 0 1 3 116
Modelling and Forecasting Noisy Realized Volatility 0 0 1 63 0 3 7 113
Modelling and Forecasting Noisy Realized Volatility 0 0 1 67 0 2 4 109
Multivariate Stochastic Volatility 1 1 5 29 3 3 15 116
Multivariate stochastic volatility 0 0 1 259 1 1 15 515
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 4 50 0 2 7 136
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 1 5 49 0 4 18 24
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 16 16 0 2 9 9
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 20 0 2 7 10
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 86 86 1 3 13 13
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 3 25 0 2 14 48
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 13 0 2 5 24
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 28 0 0 8 37
Total Working Papers 8 16 243 2,627 20 96 489 5,323


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 1 1 5 106
Alternative Asymmetric Stochastic Volatility Models 0 0 0 19 0 0 3 104
Asymmetric Multivariate Stochastic Volatility 0 1 1 44 0 1 7 125
Asymmetry and Long Memory in Volatility Modeling 1 1 1 22 1 1 6 69
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 0 0 0 86 0 1 5 269
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions 0 0 0 3 0 0 2 15
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 0 0 1 240 0 1 6 419
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 1 1 66 0 1 1 226
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 1 5 0 1 6 31
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 2 12 0 0 18 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 27 1 5 15 131
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets 0 0 0 20 1 3 15 85
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited 0 0 4 4 0 3 18 23
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range 0 0 0 0 0 1 6 65
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 1 3 14 0 3 13 66
Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes 0 0 0 4 0 0 4 37
Matrix exponential stochastic volatility with cross leverage 0 1 1 1 0 2 10 16
Modelling and forecasting noisy realized volatility 0 0 0 32 0 0 6 129
Multivariate Stochastic Volatility: A Review 0 0 2 94 0 0 6 235
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 43 0 1 4 196
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 51 1 3 9 289
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 0 2 0 0 1 15
Stress testing correlation matrices for risk management 1 1 4 18 2 2 18 71
The relationship between stock return volatility and trading volume: the case of the Philippines 0 0 1 86 0 0 6 252
The structure of dynamic correlations in multivariate stochastic volatility models 0 0 2 120 2 3 8 347
Time series evidence on a new Keynesian theory of the output-inflation trade-off 0 0 0 25 0 1 2 113
Total Journal Articles 3 8 31 1,100 9 34 202 3,580


Statistics updated 2017-11-04