Efficient Bayesian estimation of multivariate stochastic volatility models with leverage effects

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Material Type: 博士論文
Title: Efficient Bayesian estimation of multivariate stochastic volatility models with leverage effects
Author/Editor: Tsunehiro Ishihara [著]
Author Heading: 石原, 庸博イシハラ, ツネヒロ
Publication, Distribution, etc.: [Tsunehiro Ishihara]
Publication Date: [2011]
Publication Date (W3CDTF): 2011
Extent: 1冊
Alternative Title: レバレッジ効果のある多変量確率的ボラティリティ変動モデルの効率的なベイズ推定レバレッジコウカノアルタヘンリョウカクリツテキボラティリティヘンドウモデルノコウリツテキナベイズスイテイ
Degree grantor/type: 東京大学
Date Granted: 平成23年3月24日
Date Granted (W3CDTF): 2011
Dissertation Number: 甲第26620号
Degree Type: 博士 (経済学)
Note (Dissertation): 博士論文
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: UT51
Target Audience: 一般
Note (General): 博士論文
Holding library: 国立国会図書館
Call No.: UT51-2011-N109
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): 023386031
http://id.ndl.go.jp/bib/023386031
Bibliographic Record Category (NDL): 213