図書

日経225オプションデータを使ったGARCHオプション価格付けモデルの検証 (IMES discussion paper series ; no.2003-J-15)

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日経225オプションデータを使ったGARCHオプション価格付けモデルの検証

(IMES discussion paper series ; no.2003-J-15)

Call No. (NDL)
Y251-H161
Bibliographic ID of National Diet Library
000004194593
Material type
図書
Author
渡部敏明 [著]
Publisher
日本銀行金融研究所
Publication date
[2003]
Material Format
Paper
Capacity, size, etc.
32p ; 30cm
NDC
-
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  • 福島県立図書館

    Paper
    Call No.:
    330.4-ニホ031-1-15
    Book Registration Number:
    304498363

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Paper

Material Type
図書
Title Transcription
ニッケイ 225 オプション データ オ ツカッタ GARCH オプション カカクズケ モデル ノ ケンショウ
Author/Editor
渡部敏明 [著]
Publication, Distribution, etc.
Publication Date
[2003]
Publication Date (W3CDTF)
2003
Extent
32p
Size
30cm