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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~person:"Asai, Manabu"
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Asai, Manabu
McMillan, David G.
9
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Applied financial economics
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Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu
;
Brugal, Iván
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
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2
General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu
;
Unite, Angelo A.
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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3
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
Saved in:
4
The relationship between stock return volatility and trading volume : the case of the Philippines
Asai, Manabu
;
Unite, Angelo A.
- In:
Applied financial economics
18
(
2008
)
16/18
,
pp. 1333-1341
Persistent link: https://www.econbiz.de/10003779488
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