On financial time series decompositions with applications to volatility (IMES discussion paper series ; no. 98-E-6)

On financial time series decompositions with applications to volatility

(IMES discussion paper series ; no. 98-E-6)

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Material Type: 図書
Title: On financial time series decompositions with applications to volatility
Author/Editor: [by] Kjell Doksum, Ryozo Miura, Hiroaki Yamauchi
Series Title: IMES discussion paper series ; no. 98-E-6
Author Heading: Doksum, Kjell A ( 01039651 )Authorities
三浦, 良造, 1947- ミウラ, リョウゾウ, 1947- ( 00191320 )Authorities
山内, 浩嗣ヤマウチ, ヒロアキ ( 01039654 )Authorities
Publication, Distribution, etc.: Tokyo : Institute for Monetary and Economic Studies, Bank of Japan
Publication Date: [1998]
Publication Date (W3CDTF): 1998
Extent: 58 p.
Size: 30 cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: DF111
Target Audience: 一般
Note (Bibliography): Includes bibliographical references
Holding library: 国立国会図書館
Call No.: DF111-A40
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): 000008160654
http://id.ndl.go.jp/bib/000008160654
National Bibliography No. (JPNO): 21020410
Cataloging Rule: Nippon Cataloging Rules 1942, 1952, 1965 Edition
Bibliographic Record Category (NDL): 113