Manabu ASAI
Soka University
H-index: 25
Asia-Japan
Top articles of Manabu ASAI
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Linkage vector autoregressive model | Applied Stochastic Models in Business and Industry | Manabu Asai Mike KP So | 2024/1/16 |
High‐dimensional sparse multivariate stochastic volatility models | Journal of Time Series Analysis | Benjamin Poignard Manabu Asai | 2023/1 |
Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application | Econometrics and Statistics | Manabu Asai | 2023/1/1 |
Estimation of Realized Asymmetric Stochastic Volatility Models Using Kalman Filter | Econometrics | Manabu Asai | 2023/7/31 |
Bayesian non‐linear quantile effects on modelling realized kernels | International Journal of Finance & Economics | Manh Cuong Dong Cathy WS Chen Manabu Asai | 2023/1 |
Estimation of high-dimensional vector autoregression via sparse precision matrix | The Econometrics Journal | Benjamin Poignard Manabu Asai | 2023/5 |
Realized BEKK-CAW Models | Journal of Time Series Econometrics | Manabu Asai Mike KP So | 2023/2/15 |
Acknowledgment to the Reviewers of Econometrics in 2022 | Abdolreza Nazemi Jean-Baptiste Hasse Alessandra Luati Jean-Christophe Statnik Alex Maynard | 2023 | |
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers | Journal of Econometrics | Manabu Asai Chia-Lin Chang Michael McAleer | 2022/3/1 |
Bayesian analysis of realized matrix-exponential GARCH models | Computational Economics | Manabu Asai Michael McAleer | 2022/1 |
Multivariate Hyper-Rotated GARCH-BEKK | Journal of Time Series Econometrics | Manabu Asai Michael McAleer | 2022/6/2 |
A new structural multivariate GARCH-BEKK model: causality of green, sustainable and fossil energy ETFs | Communications in Statistics: Case Studies, Data Analysis and Applications | Manabu Asai Chia-Lin Chang Michael McAleer Laurent Pauwels | 2022/4/3 |
A simulation smoother for long memory time series with correlated and heteroskedastic additive noise | Communications in Statistics-Simulation and Computation | Manabu Asai Mike KP So | 2021/2/1 |
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models | Econometrics | Manabu Asai Chia-Lin Chang Michael McAleer Laurent Pauwels | 2021/5/4 |
Modeling Text using the Continuous Space Topic Model with Pre-Trained Word Embeddings | Seiichi Inoue Taichi Aida Mamoru Komachi Manabu Asai | 2021/8 | |
Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models | Journal of Time Series Analysis | Manabu Asai Mike KP So | 2021/5 |
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations | Computational Economics | Cathy WS Chen Hong Than-Thi Manabu Asai | 2021/8 |
Benjamin Poignard | Manabu Asai | 2021/4 | |
Internet searches for terms related to child maltreatment during COVID-19 | Econometrics | Manabu Asai Chia-Lin Chang CL Michael McAleer MJ Laurent Pauwels | 2021/7/1 |
Realized stochastic volatility models with generalized Gegenbauer long memory | Econometrics and Statistics | Manabu Asai Michael McAleer Shelton Peiris | 2020/10/1 |
Co-Authors
