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The relationship between stock return volatility and trading volume : the case of the Philippines
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 18 (2008) 16/18, pp. 1333-1341
Persistent link: https://www.econbiz.de/10003779488
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General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu; Brugal, Iván - In: Applied financial economics 22 (2012) 4/6, pp. 461-470
Persistent link: https://www.econbiz.de/10009581301