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グリーン計量経済分析 : (セット) 1 2 改訂新版

グリーン計量経済分析 : (セット) 1 2 改訂新版
Paper図書
William H. Greene著 ; 斯波恒正, 中妻照雄, 浅井学訳エコノミスト社2003.9
Other Libraries in Japan
  • Author HeadingGreene, William H. 斯波, 恒正 中妻, 照雄 浅井, 学 (社会経済)

Dynamic leverage and threshold effects in stochastic volatility models

Dynamic leverage and threshold effects in stochastic volatility models
Paper図書
Manabu Asai, Michael McAleerFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) McAleer, Michael 東京都立大学21世紀CO...

Dynamic asymmetric leverage in stochastic volatility models

Dynamic asymmetric leverage in stochastic volatility models
Paper図書
Manabu Asai, Michael McAleerFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) McAleer, Michael 東京都立大学21世紀CO...

Trading day effects in stochastic volatility and exponential GARCH models

Trading day effects in stochastic volatility and exponential GARCH models
Paper図書
Manabu Asai, Michael McAleerFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) McAleer, Michael 東京都立大学21世紀CO...

Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models

Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models
Paper図書
Manabu AsaiFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) 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...

Comparison of MCMC methods for estimating GARCH models

Comparison of MCMC methods for estimating GARCH models
Paper図書
Manabu Asai, Toshiaki WatanabeFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) 渡部, 敏明 東京都立大学21世紀COEプログラム「金融市...

Stock return volatility and trading volume : a Bayesian impulse response analysis

Stock return volatility and trading volume : a Bayesian impulse response analysis
Paper図書
Manabu Asai, Toshiaki WatanabeFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2004
Other Libraries in Japan
  • Author Heading浅井, 学 (社会経済) 渡部, 敏明 東京都立大学21世紀COEプログラム「金融市...

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
Paper図書
Toshiaki Watanabe, Manabu AsaiFaculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University2003
Other Libraries in Japan
  • Author Heading渡部, 敏明 浅井, 学 (社会経済) 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...

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