Manabu Asai

Manabu Asai

Soka University - Hachioji / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 427367
創価大学
person_outline Manabu Asai's MOST POPULAR ARTICLES
1-) Multivariate stochastic volatility: A reviewM Asai, M McAleer, J YuEconometric Reviews 25 (2-3), 145-175, 20064122006
2-) Multivariate stochastic volatilityS Chib, Y Omori, M AsaiHandbook of financial time series, 365-400, 20091702009
3-) The structure of dynamic correlations in multivariate stochastic volatility modelsM Asai, M McAleerJournal of Econometrics 150 (2), 182-192, 20091302009
4-) Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risksM Asai, R Gupta, M McAleerInternational Journal of Forecasting 36 (3), 933-948, 20201302020
5-) Asymmetry and long memory in volatility modelingM Asai, M McAleer, MC MedeirosJournal of Financial Econometrics 10 (3), 495-512, 2012832012