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Asai, Manabu
17
Mcaleer, Michael
7
So, Mike K. P.
4
Unite, Angelo
3
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2
McAleer, Michael
2
Brugal, Ivan
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Applied financial economics
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OLC EcoSci
ECONIS (ZBW)
138
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4
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1
A threshold factor multivariate stochastic volatility model
So, Mike K. P.
;
Choi, C. Y.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 712-736
Persistent link: https://www.econbiz.de/10008340029
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2
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike K. P.
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-698
Persistent link: https://www.econbiz.de/10008340031
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3
Multivariate GARCH Models with Correlation Clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-469
Persistent link: https://www.econbiz.de/10009991593
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4
Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.
;
Chen, Cathy W. S.
;
So, Mike K. P.
- In:
Multinational finance journal : MF ; quarterly …
11
(
2007
)
3/4
,
pp. 179-210
Persistent link: https://www.econbiz.de/10009879295
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5
Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu
;
Mcaleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317
Persistent link: https://www.econbiz.de/10006874792
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6
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/10010134050
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7
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Asai, Manabu
- In:
Journal of forecasting
32
(
2013
)
5
,
pp. 469-480
Persistent link: https://www.econbiz.de/10010155122
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8
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/10007908277
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9
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
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10
The relationship between stock return volatility and trading volume: the case of the Philippines
Asai, Manabu
;
Unite, Angelo
- In:
Applied financial economics
18
(
2008
)
16-18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10008177523
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