Strong consistency of QML estimators for multivariate EGARCH models (Research paper series ; no.99003)

Strong consistency of QML estimators for multivariate EGARCH models

(Research paper series ; no.99003)

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Material Type: 図書
Title: Strong consistency of QML estimators for multivariate EGARCH models
Author/Editor: [by]Manabu Asai
Series Title: Research paper series ; no.99003
Publication, Distribution, etc.: Kusatsu : Research Center for Finance, Ritsumeikan University
Publication Date: 1999.8
Publication Date (W3CDTF): 1999
Extent: 16p
Size: 30cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: DA49
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: DA49-B5
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): 000003593529
http://id.ndl.go.jp/bib/000003593529
National Bibliography No. (JPNO): 20418913
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 113