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Asai, Manabu
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Estimation of high-dimensional vector autoregression via sparse precision matrix
Poignard, Benjamin
;
Asai, Manabu
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 307-326
Persistent link: https://www.econbiz.de/10014319364
Saved in:
2
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
3
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
Mcaleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10008279065
Saved in:
4
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
5
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
Mcaleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10007606130
Saved in:
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