All papers authored by Manabu Asai
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Rangan Gupta,
Michael McAleer
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
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Michael McAleer ,
Shelton Peiris
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
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Michael McAleer
Forecasting the volatility of Nikkei 225 futures
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Yue Jiang
Stochastic Multivariate Mixture Covariance Model
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Michael McAleer
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
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M. J. McAleer (Michael),
M. Asai (Manabu),
Michael McAleer
A Fractionally Integrated Wishart Stochastic Volatility Model
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Stress testing correlation matrices for risk management
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Michael McAleer
Multivariate Stochastic Volatility, Leverage and News Impact Surfaces
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Michael McAleer
The structure of dynamic correlations in multivariate stochastic volatility models
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M. J. McAleer (Michael),
M. Asai (Manabu),
Michael McAleer
Alternative Asymmetric Stochastic Volatility Models
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M. Asai (Manabu),
Massimiliano Caporin,
Michael McAleer,
M. Caporin (Massimiliano)
Block Structure Multivariate Stochastic Volatility Models
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