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~person:"Asai, Manabu"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"GARCH-Modell"
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Asai, Manabu
Kumar, Dilip
19
Gupta, Rangan
16
Ma, Feng
16
Bouri, Elie
11
Malik, Farooq
11
McAleer, Michael
11
Chiang, Thomas C.
10
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Yoon, Seong-min
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9
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Tiwari, Aviral Kumar
9
Francq, Christian
8
Nonejad, Nima
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Živkov, Dejan
8
Antonakakis, Nikolaos
7
Chen, Cathy W. S.
7
Shi, Yanlin
7
Wei, Yu
7
Adrangi, Bahram
6
Balcilar, Mehmet
6
Caporin, Massimiliano
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Degiannakis, Stavros
6
Gil-Alaña, Luis A.
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Guesmi, Khaled
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Kang, Sang Hoon
6
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6
Paolella, Marc S.
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Serletis, Apostolos
6
Tsui, Albert K.
6
Xuan Vinh Vo
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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
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