Block Structure Multivariate Stochastic Volatility Models

Notes on use

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

Utokyo Repository
Paper
You can check the holdings of institutions and databases with which Institutional Repositories DataBase(IRDB)(Institutional Repository) is linked at the site of Institutional Repositories DataBase(IRDB)(Institutional Repository).
Utokyo Repository

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 文書・図像類
Title: Block Structure Multivariate Stochastic Volatility Models
Author/Editor: Asai, Manabu
Caporin, Massimiliano
McAleer, Michael
Author Heading: Asai, Manabu
Caporin, Massimiliano
McAleer, Michael
Publication, Distribution, etc.: 日本経済国際共同センター
Publication Date: 2009-12
Publication Date (W3CDTF): 2009-12
Periodical title: Discussion paper series. CIRJE-F
No. or year of volume/issue: CIRJE-F-699
Volume: CIRJE-F-699
Text Language Code: eng
Subject Heading: block structures
multivariate stochastic volatility
curse of dimensionality
JEL classifications: C32, C51, C10.
NDC: 335
Target Audience: 一般
Note (General): application/pdf
本文フィルはリンク先を参照のこと
Related Material (URI): URI
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf699ab.html
Periodical Title (NCID): AA11450569
https://ci.nii.ac.jp/ncid/AA11450569
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 東京大学 : 東京大学学術機関リポジトリ