Concepedia

Manabu Asai

MA

Statistics

Publications

29

Citations

989

H-Index

18

Active since

1995

Affiliations

Soka University(Current)

Erasmus University Rotterdam

Soka University of America

Universidad Complutense de Madrid

Tinbergen Institute

Manabu Asai is an author at Soka University specializing in volatility modeling, finance, and business.

ORCID

Publications per year

1995–2021

29

Publications

29

Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks

Manabu Asai, Rangan Gupta, Michael McAleer · International Journal of Forecasting · 2020 · 140 citations

, , +16

The structure of dynamic correlations in multivariate stochastic volatility models

Manabu Asai, Michael McAleer · Journal of Econometrics · 2009 · 107 citations

, , +14

Asymmetry and Long Memory in Volatility Modeling

Manabu Asai, Michael McAleer, Marcelo C. Medeiros · Journal of Financial Econometrics · 2011 · 77 citations

, , +17

Dynamic Asymmetric Leverage in Stochastic Volatility Models

Manabu Asai, Michael McAleer · Econometric Reviews · 2005 · 70 citations

, , +16

Asymmetric Multivariate Stochastic Volatility

Manabu Asai, Michael McAleer · Econometric Reviews · 2006 · 61 citations

, , +17

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