ASAI Manabu(Professor)


Specialized field Economic statistics
Classes 計量経済学、統計学
Research theme 1. Evaluation of Forecasting Performances on Realized Volatility
2. Specification and Forcasting on Realized Covariance
3. Theoretical and Empirical Analysis on Financial Econometrics
4. Microstructure and Mechanism Design in Financial Markets
5. Analysis on Stock Markets by Asymmetric Multivariate Stochastic Volatility Models
6. Experimental research on roles of information processing capacity of traders and disclosure of information
7. Analysis of risk via time-varying leverage model
8. Long Memory and Asymmetry on Realized Covariance
9. Multivariate Stochastic Volatility Models
10. Analysis of Financial Markets via Realized Volatility: Asymmetry and Long Memory
11. Bayesian modeling for actuary and finance

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