EGARCH and stochastic volatility : modeling jumps and heavy-tails for stock returns (IMES discussion paper series 2008-E-23)

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EGARCH and stochastic volatility : modeling jumps and heavy-tails for stock returns(IMES discussion paper series 2008-E-23)

Persistent ID (NDL): info:ndljp/pid/13124648

Material type: 電子書籍・電子雑誌

Author: Institute for Monetary and Economic Studies, Bank of Japanほか

Publisher: 日本銀行

Publication date: 2008-09

Material Format: Digital

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Material Type: 電子書籍・電子雑誌
Title: EGARCH and stochastic volatility : modeling jumps and heavy-tails for stock returns
Author/Editor: Institute for Monetary and Economic Studies, Bank of Japan
Jouchi Nakajima
Series Title: IMES discussion paper series 2008-E-23
Publication, Distribution, etc.: 日本 : 日本銀行
Publication Date: 2008-09
Publication Date (W3CDTF): 2008-09
Text Language Code: eng
Persistent ID (NDL): info:ndljp/pid/13124648
https://dl.ndl.go.jp/pid/13124648
Collection: 障害者向け資料
Collection (Materials For Handicapped People:1): テキストデータ
Collection (particular): 国立国会図書館デジタルコレクション > 電子書籍・電子雑誌 > その他
https://dl.ndl.go.jp/collections/B00035
Acquisition Basis: インターネット資料収集保存事業（WARP）
Date Accepted (W3CDTF): 2023-12-22T09:39:49+09:00
Date Captured (W3CDTF): 2023-07-09
Format (IMT): application/pdf
Access Restrictions: 国立国会図書館内限定公開
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Availability of remote photoduplication service: 不可
Note (Availability): 本資料は、印刷できません。
Periodical Title (URI): https://warp.da.ndl.go.jp/info:ndljp/pid/12926242/www.imes.boj.or.jp/research/dps-e.html
Data Provider (Database): 国立国会図書館 : 国立国会図書館デジタルコレクション
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