The following pages link to Manabu Asai (Q302186):
Displaying 30 items.
- The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
- Testing for serial correlation in the presence of stochastic volatility (Q1000525) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves (Q2832980) (← links)
- Stochastic Covariance Models (Q2926309) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- Comparison of MCMC Methods for Estimating GARCH Models (Q3442923) (← links)
- Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
- Multivariate Stochastic Volatility (Q3646962) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range (Q4687336) (← links)
- Stochastic Multivariate Mixture Covariance Model (Q4687595) (← links)
- Dynamic Conditional Correlations for Asymmetric Processes (Q4905026) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- A simulation smoother for long memory time series with correlated and heteroskedastic additive noise (Q5083988) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
