Publication Search Results
Exact matches for:
- Author = Asai M [web profile page]
1.
Asai M, McAleer M, Peiris MS
Manabu Asai Michael McAleer Shelton Peiris:
Realized stochastic volatility models with generalized Gegenbauer long memory,
Econometrics and Statistics,
16
(2020),
42–54.
2.
Asai M, Peiris MS, McAleer M, Allen DE
Manabu Asai, Shelton Peiris, Michael McAleer, David E. Allen:
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates,
Journal of Time Series Econometrics.,
12
(2020),
1–18.
3.
Peiris MS, Asai M, McAleer M
Shelton Peiris , Manabu Asai, Michael McAleer:
Estimating and Forecasting with Generalized Fractional Long Memory Stochastic Volatility Models,
Journal of Risk and Financial Management,
10
(2017),
no. 23,
16.
4.
Peiris MS, Asai M
M Shelton Peiris and Manabu Asai:
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited,
Econometrics,
4 (3)
(2016),
no. 37,
21 pages.
| Number of matches: 4 |