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~person:"Asai, Manabu"
~subject:"Korrelation"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"multidimensional scaling"
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Korrelation
Stochastischer Prozess
USA
multidimensional scaling
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Asai, Manabu
Groenen, Patrick
11
McAleer, Michael
10
Koopman, Siem Jan
9
Pesaran, M. Hashem
8
DeSarbo, Wayne
7
Engle, Robert F.
6
Gil-Alaña, Luis A.
6
Greenacre, Michael
6
Groenen, P.J.F.
6
Jedidi, Kamel
6
Alichi, Ali
5
Caporin, Massimiliano
5
De Nard, Gianluca
5
DeSarbo, Wayne S.
5
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5
Herwartz, Helmut
5
Härdle, Wolfgang
5
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5
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5
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Lucas, André
5
Semeraro, Patrizia
5
Silvennoinen, Annastiina
5
Wang, Hou
5
Wolf, Michael
5
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4
Ballotta, Laura
4
Doucet, Arnaud
4
Heiser, Willem
4
Kapetanios, George
4
Pesaran, Bahram
4
Pick, Andreas
4
Shephard, Neil G.
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Strachan, Rodney W.
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ECONIS (ZBW)
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
2
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
3
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/10003858519
Saved in:
4
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
5
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
6
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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