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ASAI Manabu

Profile Research field Education Activities Research achievement On-Campus Activities Off-Campus Activities

　

　

Research field Humanities & Social Sciences：Economic statistics
Humanities & Social Sciences：Money and finance
Natural Science：Applied mathematics and statistics

　

Research Keyword
No. Title
1
Realized Volatility; Forecasting Performances.
2
Realized Covariance
3
Stock Return; Futures; Volatility
4
Econometrics; Financial Econometrics; Financial Engineering
5
Multivariate; Asymmetriy; Stochastic Volatility Models; Stock Markets
6
Financial Econometrics
7
Volatility; Leverage Effects; Econometrics; Asymmetry
8
Realized Covariance; Long Memory; Asymmetry
9
Volatility; Multivariate Time Series
10
Realized Volatility; Asymmetric Model; Multivariate Model
11
Actuary; Finance; Bayesian Analysis; Risk Analysis; Economic Statistics
12
Realized Volatility Long Memory Financial Econometrics
13
High Dimensional Data, High Frequency Data, Volatility