Manabu Asai

1.7k total citations
70 papers, 997 citations indexed

About

Manabu Asai is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Manabu Asai has authored 70 papers receiving a total of 997 indexed citations (citations by other indexed papers that have themselves been cited), including 62 papers in Finance, 51 papers in Economics and Econometrics and 27 papers in General Economics, Econometrics and Finance. Recurrent topics in Manabu Asai's work include Financial Risk and Volatility Modeling (61 papers), Market Dynamics and Volatility (39 papers) and Monetary Policy and Economic Impact (27 papers). Manabu Asai is often cited by papers focused on Financial Risk and Volatility Modeling (61 papers), Market Dynamics and Volatility (39 papers) and Monetary Policy and Economic Impact (27 papers). Manabu Asai collaborates with scholars based in Japan, Netherlands and United States. Manabu Asai's co-authors include Michael McAleer, Jun Yu, Rangan Gupta, Marcelo C. Medeiros, Mike K. P. So, Chia‐Lin Chang, Shelton Peiris, Massimiliano Caporin, Hiroshi Manki and Futoshi Shintani and has published in prestigious journals such as Psychological Medicine, Journal of Econometrics and Australasian Journal of Paramedicine.

In The Last Decade

Manabu Asai

66 papers receiving 962 citations

Peers

Manabu Asai

FINAN

GEEF

MSOR

Gabriele Fiorentini Spain

Roel C. A. Oomen United Kingdom

Edoardo Otranto Italy

Rogier Quaedvlieg Netherlands

Francesco Audrino Switzerland

Nour Meddahi Canada

Markus Haas Germany

Dong Hwan Oh United States

Gita Persand United Kingdom

Giorgio Calzolari Italy

Gabriele Fiorentini Spain

Manabu Asai

535 ×0.7

548 ×0.7

FINAN

419 ×1.5

GEEF

47 ×0.5

MSOR

151 ×1.9

Citations per year, relative to Manabu Asai Manabu Asai (= 1×) peers Gabriele Fiorentini

Countries citing papers authored by Manabu Asai

Since Specialization

Citations

This map shows the geographic impact of Manabu Asai's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Manabu Asai with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Manabu Asai more than expected).

Fields of papers citing papers by Manabu Asai

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Manabu Asai. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Manabu Asai. The network helps show where Manabu Asai may publish in the future.

Co-authorship network of co-authors of Manabu Asai

This figure shows the co-authorship network connecting the top 25 collaborators of Manabu Asai. A scholar is included among the top collaborators of Manabu Asai based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Manabu Asai. Manabu Asai is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Asai, Manabu, Amanda M. Y. Chu, & Mike K. P. So. (2024). Dynamic Network Poisson Autoregression with Application to COVID-19 Count Data. Journal of Data Science. 208–224. 1 indexed citations

Asai, Manabu & Michael McAleer. (2022). Multivariate Hyper-Rotated GARCH-BEKK. Data Archiving and Networked Services (DANS). 14(2). 175–198. 4 indexed citations

Asai, Manabu. (2022). Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. Econometrics and Statistics. 25. 23–38. 2 indexed citations

Chen, Cathy W. S., et al.. (2021). Bayesian non‐linear quantile effects on modelling realized kernels. International Journal of Finance & Economics. 28(1). 981–995. 2 indexed citations

Asai, Manabu, Chia‐Lin Chang, Michael McAleer, & Laurent L. Pauwels. (2021). Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models. Econometrics. 9(2). 21–21. 1 indexed citations

Asai, Manabu, Shelton Peiris, Michael McAleer, & David E. Allen. (2020). Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. Australasian Journal of Paramedicine. 12(1). 1 indexed citations

Asai, Manabu & Mike K. P. So. (2020). Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models. Journal of Time Series Analysis. 42(3). 271–294.

Asai, Manabu & Mike K. P. So. (2019). A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. Communications in Statistics - Simulation and Computation. 50(2). 388–399. 1 indexed citations

Asai, Manabu, Chia‐Lin Chang, & Michael McAleer. (2016). Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. Data Archiving and Networked Services (DANS). 1–39. 1 indexed citations

10.

Asai, Manabu & Mike K. P. So. (2014). Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. Rare & Special e-Zone (The Hong Kong University of Science and Technology). 7(1). 69–94. 7 indexed citations

11.

Asai, Manabu & Mike K. P. So. (2010). Stochastic Covariance Models. SSRN Electronic Journal. 4 indexed citations

12.

Asai, Manabu, Michael McAleer, & Marcelo C. Medeiros. (2008). Asymmetry and Leverage in Realized Volatility. RePEc: Research Papers in Economics. 1–28. 2 indexed citations

13.

Asai, Manabu, et al.. (2008). A distribution-free test for symmetry with an application to S&P index returns. Applied Economics Letters. 15(6). 461–464. 3 indexed citations

14.

Asai, Manabu & Michael McAleer. (2008). A Portfolio Index GARCH model. International Journal of Forecasting. 24(3). 449–461. 18 indexed citations

15.

Asai, Manabu, Michael McAleer, & Jun Yu. (2006). Multivariate Stochastic Volatility: A Review. Econometric Reviews. 25(2-3). 145–175. 228 indexed citations

16.

Asai, Manabu & Michael McAleer. (2005). Asymmetry and leverage in stochastic volatility models: An exposition. Congress on Modelling and Simulation. 2283–2287.

17.

Asai, Manabu & Michael McAleer. (2005). Dynamic Asymmetric Leverage in Stochastic Volatility Models. Econometric Reviews. 24(3). 317–332. 50 indexed citations

18.

Asai, Manabu, et al.. (2005). Portfolio Single Index (PSI) Multivariate Volatility Models. UWA Profiles and Research Repository (University of Western Australia).

19.

Watanabe, Toshiaki & Manabu Asai. (2001). Stochastic Volatility Models with Heavy-Tailed Distributions: A Bayesian Analysis. 3 indexed citations

20.

Kanba, Shigenobu, Hiroshi Manki, Futoshi Shintani, et al.. (1998). Aberrant interleukin-2 receptor-mediated blastoformation of peripheral blood lymphocytes in a severe major depressive episode. Psychological Medicine. 28(2). 481–484. 15 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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