Laplace approximation for the asymmetric SV model

Journal name: 青山経営論集 = Aoyama journal of business / 青山学院大学経営学会編 42(1) 2007.7

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Material Type: 記事
Title: Laplace approximation for the asymmetric SV model
Author/Editor: 島田淳二
Author Heading: 島田淳二
Periodical title: 青山経営論集 = Aoyama journal of business / 青山学院大学経営学会編
No. or year of volume/issue: 42(1) 2007.7
Volume: 42
Issue: 1
Pages: 251～264
Publication date of volume/issue (W3CDTF): 2007-07
ISSN (Periodical Title): 0587-1654
ISSN-L (Periodical Title): 0587-1654
Publication (Periodical Title): 東京 : 青山学院大学経営学会
Place of Publication (Country Code): JP
Text Language Code: eng
Subject Heading: Asymmetric Stochastic
Volatility Model
Kalman Filter
Maximum Likelihood
Estimation
NDLC: ZD23
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z4-34
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): 8888517
http://id.ndl.go.jp/bib/8888517
Bibliographic Record Category (NDL): 632