Manabu Asai

According to our database, Manabu Asai authored at least 6 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.

Manabu Asai, Mike K. P. So

Commun. Stat. Simul. Comput., 2021

Modeling Text using the Continuous Space Topic Model with Pre-Trained Word Embeddings.

Seiichi Inoue, Taichi Aida, Mamoru Komachi, Manabu Asai

Proceedings of the ACL-IJCNLP 2021 Student Research Workshop, 2021

2016

Matrix exponential stochastic volatility with cross leverage.

Tsunehiro Ishihara, Yasuhiro Omori, Manabu Asai

Comput. Stat. Data Anal., 2016

2012

Modelling and forecasting noisy realized volatility.

Manabu Asai, Michael McAleer, Marcelo C. Medeiros

Comput. Stat. Data Anal., 2012

2009

Bayesian analysis of stochastic volatility models with mixture-of-normal distributions.

Manabu Asai

Math. Comput. Simul., 2009

2008

Portfolio single index (PSI) multivariate conditional and stochastic volatility models.

Manabu Asai, Michael McAleer, Bernardo da Veiga

Math. Comput. Simul., 2008