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 0 6 72
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 2 3 10 80
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 0 9 99
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 0 0 0 36
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 1 15 0 0 9 22
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 0 0 7 136
Alternative Asymmetric Stochastic Volatility Models 0 0 0 46 0 0 4 159
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 0 5 58
Alternative Asymmetric Stochastic Volatility Models 0 0 1 8 0 0 10 56
Alternative Asymmetric Stochastic Volatility Models 0 0 1 6 0 0 5 56
Asymmetric Multivariate Stochastic Volatility 0 0 0 260 1 2 8 589
Asymmetry and Leverage in Realized Volatility 0 0 1 39 0 0 7 97
Asymmetry and Leverage in Realized Volatility 0 0 1 16 0 0 7 71
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 0 8 108
Asymmetry and Long Memory in Volatility Modelling 1 1 1 20 1 2 10 109
Asymmetry and Long Memory in Volatility Modelling 0 0 0 25 0 1 7 80
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 0 9 117
Asymmetry and leverage in realized volatility 1 1 1 71 1 1 8 106
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 18 0 1 5 14
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 0 1 11 20
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 44 0 1 4 42
Asymptotic Theory for Rotated Multivariate GARCH Models 0 3 11 11 0 6 15 15
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 1 13 0 1 14 25
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 2 31 1 4 17 35
Bayesian analysis of realized matrix-exponential GARCH models 0 0 2 6 0 1 11 20
Block Structure Multivariate Stochastic Volatility Models 0 0 0 29 0 0 8 85
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 0 4 85
Block Structure Multivariate Stochastic Volatility Models 1 1 1 19 1 1 6 89
Cointegrated Dynamics for A Generalized Long Memory Process 0 1 25 25 0 1 12 12
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 0 2 13 56
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 19 0 1 7 64
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 0 1 7 228
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 1 7 159
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 16 0 3 10 79
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 0 1 3 54
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 35 0 1 7 28
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 1 65 0 1 7 50
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 1 1 4 23
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 16 0 1 7 50
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 36 0 1 10 85
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 48 1 2 8 84
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 0 0 7 119
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 1 1 6 78
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 0 1 6 86
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 5 68
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 37 0 1 6 63
Forecasting the Volatility of Nikkei 225 Futures 0 1 1 16 0 2 19 60
Forecasting the Volatility of Nikkei 225 Futures 0 0 2 46 0 1 15 33
Forecasting the volatility of Nikkei 225 futures 0 2 4 35 0 7 21 59
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 9 0 1 12 61
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 35 0 1 9 106
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 26 1 2 10 122
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 20 0 0 1 29
Matrix Exponential Stochastic Volatility with Cross Leverage 0 1 1 23 0 2 3 44
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 18 0 0 1 61
Matrix Exponential Stochastic Volatility with Cross Leverage 0 0 0 21 0 0 6 50
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 1 3 6 116
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 1 4 119
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 0 1 7 127
Modelling and Forecasting Noisy Realized Volatility 0 0 1 64 0 1 9 140
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 1 6 106
Multivariate Stochastic Volatility 0 1 2 32 0 1 10 135
Multivariate stochastic volatility 0 0 0 260 0 0 5 527
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 3 56 1 3 10 153
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 20 0 0 8 21
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 50 0 2 13 51
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 0 0 5 17
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 13 1 1 8 18
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 39 0 1 12 25
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 10 0 2 13 25
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 87 0 1 8 28
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 20 0 2 11 41
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 25 0 1 7 57
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 13 0 1 6 32
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 1 1 32 0 2 11 52
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 17 17 17 0 8 8 8
Total Working Papers 4 32 83 2,867 14 93 620 6,290


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 51 0 0 4 110
A fractionally integrated Wishart stochastic volatility model 0 0 0 1 0 1 8 19
Alternative Asymmetric Stochastic Volatility Models 0 0 0 22 0 0 4 113
Asymmetric Multivariate Stochastic Volatility 0 1 1 45 0 2 10 141
Asymmetry and Long Memory in Volatility Modeling 0 0 1 24 1 2 13 85
Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models 0 0 0 87 0 0 1 273
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions 0 0 0 4 0 1 5 24
Comparison of MCMC Methods for Estimating Stochastic Volatility Models 0 0 1 243 0 2 8 430
Dynamic Asymmetric Leverage in Stochastic Volatility Models 1 1 1 67 1 2 9 237
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 1 0 2 6 11
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 0 5 0 1 6 42
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 1 14 2 3 12 90
Forecasting the volatility of Nikkei 225 futures 0 2 3 3 0 4 15 25
Forecasting volatility using range data: analysis for emerging equity markets in Latin America 0 0 0 12 0 0 0 76
Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil 0 3 7 36 0 6 16 152
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets 0 0 0 20 0 0 0 89
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited 0 0 0 5 0 1 8 33
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range 0 0 0 0 0 1 5 72
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 2 16 0 1 10 79
Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes 0 0 0 5 1 2 2 41
Matrix exponential stochastic volatility with cross leverage 0 0 1 2 0 1 2 19
Modelling and forecasting noisy realized volatility 0 0 0 33 0 1 6 145
Multivariate Stochastic Volatility: A Review 0 0 2 97 0 1 9 257
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 44 0 0 11 215
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 51 0 0 9 305
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 1 1 3 0 1 5 21
Realized stochastic volatility with general asymmetry and long memory 0 0 3 10 1 5 32 54
Stochastic Multivariate Mixture Covariance Model 0 0 2 2 0 0 6 9
Stress testing correlation matrices for risk management 0 0 1 25 1 1 6 90
The impact of jumps and leverage in forecasting covolatility 0 0 1 1 1 3 11 15
The relationship between stock return volatility and trading volume: the case of the Philippines 0 0 1 88 0 0 2 256
The structure of dynamic correlations in multivariate stochastic volatility models 0 0 5 126 1 1 15 367
Time series evidence on a new Keynesian theory of the output-inflation trade-off 0 0 0 25 0 0 1 114
Total Journal Articles 1 8 34 1,168 9 45 257 4,009


Statistics updated 2019-06-03