//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Tinbergen Institute Discussion Papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Asai, Manabu"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
10
Volatilität
10
USA
9
United States
9
ARCH model
8
ARCH-Modell
8
Estimation
6
Schätzung
6
Capital market returns
5
Forecasting model
5
Kapitalmarktrendite
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Multivariate Analyse
4
Multivariate analysis
4
Stochastic process
4
Stochastic volatility
4
Stochastische Volatilität
4
Stochastischer Prozess
4
Theorie
4
Theory
4
ARMA model
3
ARMA-Modell
3
Capital income
3
Kapitaleinkommen
3
Leverage Effects
3
Time series analysis
3
Zeitreihenanalyse
3
Aktienindex
2
Futures
2
Japan
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Stochastic Volatility
2
Risikomaß
2
Risk measure
2
Stock index
2
VAR model
2
VAR-Modell
2
more ...
less ...
Online availability
All
Free
24
Type of publication
All
Book / Working Paper
24
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
20
Undetermined
5
Author
All
Asai, Manabu
25
McAleer, Michael
24
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Medeiros, Marcelo C.
3
Peiris, Shelton
3
Allen, David E.
1
Dashzeveg, Ulziijargal
1
Gupta, Rangan
1
Pauwels, Laurent
1
more ...
less ...
Institution
All
Tinbergen Instituut
5
Published in...
All
Applied economics letters
Econometric Institute research papers
Tinbergen Institute Discussion Papers
Discussion paper / Tinbergen Institute
13
Tinbergen Institute Discussion Paper
13
CIRJE F-Series
10
Econometric reviews
9
Documentos de Trabajo del ICAE
8
Econometric Institute Research Papers
8
Applied financial economics
7
Journal of econometrics
7
KIER Working Papers
7
Working Papers in Economics
6
Working paper
6
The econometrics journal
5
CARF F-Series
4
Econometric Reviews
4
International journal of forecasting
4
Journal of time series econometrics
4
Applied Financial Economics
3
Computational economics
3
Econometrics : open access journal
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometrics
2
Econometrics Journal
2
Journal of empirical finance
2
Mathematics and Computers in Simulation (MATCOM)
2
The North American Journal of Economics and Finance
2
Applied Economics Letters
1
Asia-Pacific financial markets
1
Computational Economics
1
Computational Statistics & Data Analysis
1
DEA Working Papers
1
Discussion papers in economics and business
1
Financial engineering and the Japanese markets
1
Handbook of financial time series
1
IMES discussion paper series
1
International Journal of Finance & Economics
1
International Journal of Forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
RePEc
5
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
4
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
5
Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu
;
McAleer, Michael
;
Peiris, Shelton
-
2017
Persistent link: https://www.econbiz.de/10011742720
Saved in:
6
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
8
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
9
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
10
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->