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Publications by Manabu Asai

The Impact of Jumps and Leverage in Forecasting Covolatility

Econometric Reviews

English

Forecasting Value-At-Risk Using Block Structure Multivariate Stochastic Volatility Models

International Review of Economics and Finance

English

Dynamic Conditional Correlations for Asymmetric Processes

JOURNAL OF THE JAPAN STATISTICAL SOCIETY

English

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Evaluating Public Programs With Close Substitutes: The Case of Head Start

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Optimal Tax Progressivity: An Analytical Framework*

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A Dynamic Theory of Resource Wars

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Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

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Ideological Segregation Online and Offline *

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