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Asai, Manabu
17
Mcaleer, Michael
7
Unite, Angelo
3
McAleer, Michael
2
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1
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
Saved in:
2
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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3
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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4
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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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
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6
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
Saved in:
7
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
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10008084359
Saved in:
8
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
Mcaleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10008253328
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9
A Portfolio Index GARCH model
Asai, Manabu
;
Mcaleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10008092999
Saved in:
10
Asymmetric Multivariate Stochastic Volatility
Asai, Manabu
;
Mcaleer, Michael
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 453
Persistent link: https://www.econbiz.de/10007283036
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