Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele. (Temi di discussione del Servizio studi ; no. 251)

Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele.

(Temi di discussione del Servizio studi ; no. 251)

Call No. (NDL): DF178-A97
Bibliographic ID of National Diet Library: 000003234477

Material type: 図書

Author: Fornari, Fabio.ほか

Publisher: Banca d'Italia

Publication date: 1995.

Material Format: Paper

Capacity, size, etc.: 41 p. : ill. ; 30 cm.

NDC: -

View All

Notes on use

Note (General)：: Bibliography: p. [38]-41.

Search by Bookstore

Bibliographic Record

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

Paper

Material Type: 図書
Title: Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele.
Series Title: Temi di discussione del Servizio studi ; no. 251
Author Heading: Fornari, Fabio.
Mele, Antonio.
Publication, Distribution, etc.: Roma : Banca d'Italia
Publication Date: 1995.
Publication Date (W3CDTF): 1995
Extent: 41 p. : ill. ; 30 cm.
Text Language Code: eng
Subject Heading: 証券市場 (地理区分) Syokensizyo.
国際金融. Kokusaikin′yu.
経済モデル. Keizaimoderu.
NDLC: DF178
Note (General): Bibliography: p. [38]-41.
Holding library: 国立国会図書館
Call No.: DF178-A97
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003234477
http://id.ndl.go.jp/bib/000003234477
Bibliographic Record Category (NDL): 211