Manabu Asai
Author
Alternate names Manabu Asai, M. Asai, Asai Manabu
Institution Soka University
Past institutions Soka University, Soka University of America, University of Pennsylvania, Ritsumeikan University, University of Tsukuba +1 more
ORCID: Yes
H-index: 20
I10-index: 33
Works count: 135
Citations count: 1,718
Multivariate Stochastic Volatility: A Review
2006 · Manabu Asai, Michael McAleer, et al. · Econometric Reviews
Multivariate Stochastic Volatility
2009 · Siddhartha Chib, Yasuhiro Omori, et al. · Springer eBooks
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
2020 · Manabu Asai, Rangan Gupta, et al. · International Journal of Forecasting