Persistence in a Short Memory Stochastic Volatility Model under a Long Memory Stochastic Volatility Process

Journal name: 応用社会学研究 = The journal of applied sociology : 立教大学社会学部研究紀要 / 立教大学社会学部編 (通号 39) 1997

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Material Type: 記事
Title: Persistence in a Short Memory Stochastic Volatility Model under a Long Memory Stochastic Volatility Process
Author/Editor: 白石典義
Author Heading: 白石典義
Periodical title: 応用社会学研究 = The journal of applied sociology : 立教大学社会学部研究紀要 / 立教大学社会学部編
No. or year of volume/issue: (通号 39) 1997
Sequential issue number: 39
Pages: 143～149
Publication date of volume/issue (W3CDTF): 1997
ISSN (Periodical Title): 0387-6756
ISSN-L (Periodical Title): 0387-6756
Publication (Periodical Title): 東京 : 立教大学社会学部
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: ZE1
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z6-189
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 4179874
http://id.ndl.go.jp/bib/4179874
Bibliographic Record Category (NDL): 632