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~person:"Asai, Manabu"
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Asai, Manabu
McAleer, Michael
353
Nijkamp, P.
312
Albach, Horst
274
Fritsch, Michael
264
Nijkamp, Peter
263
Putnam, Linda D.
261
Audretsch, David B.
248
Wagner, Joachim
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Minford, Patrick
225
Henrekson, Magnus
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Gupta, Rangan
192
Caporale, Guglielmo Maria
186
Hayo, Bernd
184
Knoblauch, Wayne A.
175
Foss, Nicolai J.
169
Frey, Bruno S.
169
Chang, Chia-Lin
163
Kamihigashi, Takashi
161
Pies, Ingo
160
White, Lawrence J.
153
Chiarella, Carl
141
Link, Albert N.
141
Stulz, René M.
138
Torgler, Benno
138
Arruñada, Benito
137
Galí, Jordi
137
Fandel, Günter
136
Canova, Fabio
135
Smyth, Russell
134
Casson, Mark
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Imai, Katsushi S.
133
Budzinski, Oliver
131
Wen, Yi
126
Meenagh, David
125
Estrin, Saul
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Smith, Adam
124
Franck, Egon
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Smith, Stuart F.
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Backes-Gellner, Uschi
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ECONIS (ZBW)
14
RePEc
7
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
2
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
3
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
6
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
9
Estimation of high dimensional vector autoregression via sparse precision matrix
Poignard, Benjamin
;
Asai, Manabu
-
2021
Persistent link: https://www.econbiz.de/10012616088
Saved in:
10
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
Saved in:
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