Portfolio single index (PSI) multivariate conditional and stochastic volatility models. - Manabu Asai; Michael McAleer; Bernardo da Veiga (Math. Comput. Simul., 2008)

Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. - Manabu Asai (Math. Comput. Simul., 2009)

Modelling and forecasting noisy realized volatility. - Manabu Asai; Michael McAleer; Marcelo C. Medeiros (Comput. Stat. Data Anal., 2012)

Matrix exponential stochastic volatility with cross leverage. - Tsunehiro Ishihara; Yasuhiro Omori; Manabu Asai (Comput. Stat. Data Anal., 2016)

Modeling Text using the Continuous Space Topic Model with Pre-Trained Word Embeddings. - Seiichi Inoue; Taichi Aida; Mamoru Komachi; Manabu Asai (ACL (student), 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)