日経225株価指数オプション価格のGARCHモデルによる分析

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Material Type: 記事
Title: 日経225株価指数オプション価格のGARCHモデルによる分析
Author/Editor: 三井秀俊
Author Heading: 三井秀俊
Periodical title: 経済と経済学
No. or year of volume/issue: (通号 91) 2000.01
Sequential issue number: 91
Pages: 29～44
Publication date of volume/issue (W3CDTF): 2000-01
ISSN (Periodical Title): 0386-8737
ISSN-L (Periodical Title): 0386-8737
Publication (Periodical Title): 八王子 : 東京都立大学経済学会
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-232
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): 4979417
http://id.ndl.go.jp/bib/4979417
Bibliographic Record Category (NDL): 632