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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Volatilität
Volatility
3
Aktienmarkt
2
Capital income
2
Emerging economies
2
Kapitaleinkommen
2
Schwellenländer
2
Stock market
2
1995-2006
1
ASEAN countries
1
ASEAN-Staaten
1
Forecasting model
1
Handelsvolumen der Börse
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Lateinamerika
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Latin America
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Philippinen
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Prognoseverfahren
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Stochastischer Prozess
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Article in journal
Aufsatz in Zeitschrift
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Asai, Manabu
McMillan, David G.
11
Lakonishok, Josef
8
O'Hara, Maureen
7
Schultz, Paul H.
7
Shleifer, Andrei
7
Subrahmanyam, Avanidhar
7
Titman, Sheridan
7
Andersen, Torben
6
Whaley, Robert E.
6
Amihud, Yakov
5
Easley, David
5
Hasbrouck, Joel
5
Lee, Charles M. C.
5
Ritter, Jay
5
Speight, Alan E. H.
5
Stulz, René M.
5
Thaler, Richard H.
5
Viswanathan, S.
5
Aggarwal, Reena
4
Bollerslev, Tim
4
Brooks, Robert
4
Chelley-Steeley, Patricia L.
4
Corwin, Shane Anthony
4
Denis, David J.
4
Eberhart, Allan C.
4
Fraser, Patricia
4
Hassan, M. Kabir
4
Hirshleifer, David
4
Hong, Harrison G.
4
Jegadeesh, Narasimhan
4
Madhavan, Ananth Narayan
4
McConnell, John J.
4
Smith, Graham
4
Travlos, Nickolaos G.
4
Vishny, Robert W.
4
Womack, Kent
4
Ap Gwilym, Owain
3
Ball, Clifford A.
3
Bansal, Ravi
3
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Applied financial economics
The journal of finance : the journal of the American Finance Association
Econometric reviews
6
Journal of econometrics
5
Econometrics : open access journal
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Asia-Pacific financial markets
1
Computational economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
The journal of futures markets
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
3
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
Saved in:
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