Browsen in EconStor gesamt nach Autor:innen Asai, Manabu
Zeige Ergebnisse 1 bis 16 von 16
| Erscheinungsjahr | Titel | Autor:innen |
| 2013 | Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models | Asai, Manabu; Caporin, Massimiliano; McAleer, Michael |
| 2013 | A Fractionally Integrated Wishart Stochastic Volatility Model | Asai, Manabu; McAleer, Michael |
| 2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing | Asai, Manabu; McAleer, Michael |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance | Asai, Manabu; McAleer, Michael |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility | Asai, Manabu; McAleer, Michael |
| 2016 | Generalized fractional processes with long memory and time dependent volatility revisited | Peiris, M. Shelton; Asai, Manabu |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers | Asai, Manabu; Chang, Chia-Lin; McAleer, Michael |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models | Peiris, Shelton; Asai, Manabu; McAleer, Michael |
| 2016 | A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics | Asai, Manabu; McAleer, Michael |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes | Asai, Manabu; McAleer, Michael |
| 2017 | Estimating and forecasting generalized fractional long memory stochastic volatility models | Peiris, Shelton; Asai, Manabu; McAleer, Michael |
| 2017 | Forecasting the Volatility of Nikkei 225 Futures | Asai, Manabu; McAleer, Michael |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory | Asai, Manabu; Chang, Chia-Lin; McAleer, Michael |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory | Asai, Manabu; McAleer, Michael; Peiris, Shelton |
| 2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models | Asai, Manabu; McAleer, Michael |
| 2021 | Asymptotic and finite sample properties for multivariate rotated GARCH models | Asai, Manabu; Chang, Chia-Lin; McAleer, Michael; Pauwels, Laurent |
