Regime Switching Modelによる株式ボラティリティ推定の実証分析

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Material Type: 記事
Title: Regime Switching Modelによる株式ボラティリティ推定の実証分析
Author/Editor: 乾孝治
Author Heading: 乾孝治
Alternative Title: An emprical study of Japanese stock market volatility with regime switching models
Periodical title: MBS review
No. or year of volume/issue: (1) 2005.03
Issue: 1
Pages: 51～58
Publication date of volume/issue (W3CDTF): 2005-03
ISSN (Periodical Title): 1881-9532
ISSN-L (Periodical Title): 1881-9532
Publication (Periodical Title): 東京 : 明治大学大学院グローバル・ビジネス研究科
Place of Publication (Country Code): JP
Text Language Code: jpn
Subject Heading: Regime Switching Model
GARCH Model
変額年金保険
責任準備金
CTE
VaR
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z71-S611
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): 8905269
http://id.ndl.go.jp/bib/8905269
Bibliographic Record Category (NDL): 632