Launch week offerEnds in00h00m00s
annual Promonthly Pro
Manabu Asai
Has grant
Full Professor
JapanResearch Interests
ApplyKite TwinLearns as you applyMake your next move.
Prepare your application
Review drafts before you send them.
Explore related searches
About
Manabu Asai is a Full Professor at Soka University in Japan. His research areas include stochastic volatility models, vector autoregression, and Bayesian methods, as evidenced by his recent articles focusing on estimation techniques and multivariate modeling. He has contributed significantly to understanding financial time series through advanced statistical methodologies.
Recent Grants
Grant: Open
Modeling and forecasting high-dimensional time-varying volatility
Open Date: 2025-04-01
Close Date: 2028-03-31
Grant: Close
Building Resilience to the Effects and Risks of Climate Change
Open Date: 2022-10-01
Close Date: 2025-03-01
Grant: Close
Multivariate Stochastic Volatility Models for High-dimensional and High Frequency Data
Open Date: 2022-04-01
Close Date: 2025-03-01
Grant: Close
Financial Risk Analysis using High Dimensional and/or High Frequency Data
Open Date: 2019-04-01
Close Date: 2022-03-31
Grant: Close
Investigation of Long Memory Property in Realized Volatility
Open Date: 2016-04-01
Close Date: 2019-03-31
Articles (21)
Year:
2026
Year:
2026
Year:
2026
Year:
2026
Year:
2026
Year:
2024
Year:
2023
Year:
2023
Year:
2023
Year:
2023
Year:
2023
Year:
2023
Year:
2022
Year:
2022
Year:
2022
Year:
2022
Year:
2021
Year:
2021
Year:
2020
Year:
2020
Year:
2020
Collaborators (3)
David Allen
Foundation Professor of Finance
Edith Cowan University
Mike Ka Pui So
Professor
The Hong Kong University of Science and Technology
Shelton Peiris
Professor of Statistics and Financial Econometrics
University of Sydney
ApplyKite TwinLearns as you applyMake your next move.
Prepare your application
Review drafts before you send them.