図書

Trading day effects in stochastic volatility and exponential GARCH models

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Trading day effects in stochastic volatility and exponential GARCH models

Material type
図書
Author
Manabu Asai, Michael McAleer
Publisher
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University
Publication date
2004
Material Format
Paper
Capacity, size, etc.
30 cm
NDC
-
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Notes on use

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"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At endIncludes bibliographical references

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Paper

Material Type
図書
Author/Editor
Manabu Asai, Michael McAleer
Author Heading
浅井, 学 (社会経済) アサイ, マナブ
東京都立大学21世紀COEプログラム「金融市場のミクロ構造と制度設計」 トウキョウ トリツ ダイガク 21セイキ COE プログラム「キンユウ シジョウ ノ ミクロ コウゾウ ト セイド セッケイ」
Publication Date
2004
Publication Date (W3CDTF)
2004
Size
30 cm
Place of Publication (Country Code)
ja
Text Language Code
en