多変量GARCHモデルを用いた日本国債のボラティリティの予測

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Material Type: 図書
Title: 多変量GARCHモデルを用いた日本国債のボラティリティの予測
Title Transcription: タヘンリョウ GARCH モデルオモチイタニホンコクサイノボラティリティノヨソク
Author/Editor: 平田亮 [著]
Author Heading: 平田, 亮ヒラタ, アキラ
https://ci.nii.ac.jp/author/DA12131607
Publication, Distribution, etc.: 筑波大学大学院経営システム科学
Publication Date: 1999.3
Publication Date (W3CDTF): 1999
Size: 31cm
Place of Publication (Country Code): ja
Text Language Code: ja
Target Audience: 一般
Related Material: Research report
https://cir.nii.ac.jp/crid/1130282269415415424
Related Material (URI): https://ci.nii.ac.jp/ncid/BA42144204#entity
Periodical Title: Research report
https://cir.nii.ac.jp/crid/1130282269415415424
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA42144204 : BA42144204