GARCH型モデルとRealized Volatilityを用いたTOPIX日次リターンの非線形性の検証 (IMES discussion paper series ; no.2008-J-9)

GARCH型モデルとRealized Volatilityを用いたTOPIX日次リターンの非線形性の検証

(IMES discussion paper series ; no.2008-J-9)

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Material Type: 図書
Title: GARCH型モデルとRealized Volatilityを用いたTOPIX日次リターンの非線形性の検証
Title Transcription: GARCHガタモデルト Realized Volatility オモチイタ TOPIX ニチジリターンノヒセンケイセイノケンショウ
Author/Editor: 長倉大輔, 渡部敏明 [著]
Series Title: IMES discussion paper series ; no.2008-J-9
Publication, Distribution, etc.: 東京 : 日本銀行金融研究所
Publication Date: [2008]
Publication Date (W3CDTF): 2008
Extent: 31p
Size: 30cm
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: Y251
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Y251-J320
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): 000009401580
http://id.ndl.go.jp/bib/000009401580
National Bibliography No. (JPNO): 21444155
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 117