Testing time-varying volatility models in financial time series analysis : EGARCH against stochastic volatility and GARCH against jump-GARCH models

• Material Type: 博士論文
• Title: Testing time-varying volatility models in financial time series analysis : EGARCH against stochastic volatility and GARCH against jump-GARCH models
• Author/Editor: Shi Xiuhong [著]
• Author Heading: 史, 秀紅 シ, シュウコウ
• Publication, Distribution, etc.: [Shi Xiuhong]
• Publication Date: 2005
• Publication Date (W3CDTF): 2005
• Extent: 1冊
• Accompanying material: 要旨9枚
• Degree grantor/type: 横浜国立大学
• Date Granted: 平成17年3月25日
• Date Granted (W3CDTF): 2005
• Dissertation Number: 甲第809号
• Degree Type: 博士 (経済学)
• Note (Dissertation): 博士論文
• Place of Publication (Country Code): JP
• Text Language Code: eng
• Alias of Author: Shi, Xiuhong
• NDLC: UT51
• Note (General): 博士論文
• Holding library: 国立国会図書館
• Call No.: UT51-2005-J979
• 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): 000007950634; http://id.ndl.go.jp/bib/000007950634
• Bibliographic Record Category (NDL): 213