年 〜
年

検索結果 4 件

Efficient Bayesian estimation of multivariate stochastic volatility models with leverage effects

Efficient Bayesian estimation of multivariate stochastic volatility models with leverage effects
紙博士論文
Tsunehiro Ishihara [著][Tsunehiro Ishihara][2011]<UT51-2011-N109>
国立国会図書館

Matrix Exponential Stochastic Volatility with Cross Leverage

Matrix Exponential Stochastic Volatility with Cross Leverage
紙文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro, Asai, Manabu日本経済国際共同センター2013-09Discussion paper series. CIRJE-FCIRJE-F-904
全国の図書館
  • 著者標目Ishihara, Tsunehiro Omori, Yasuhiro Asai, Manabu

Matrix Exponential Stochastic Volatility with Cross Leverage

Matrix Exponential Stochastic Volatility with Cross Leverage
紙文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro, Asai, Manabu日本経済国際共同センター2011-08Discussion paper series. CIRJE-FCIRJE-F-812
全国の図書館
  • 著者標目Ishihara, Tsunehiro Omori, Yasuhiro Asai, Manabu

Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors

Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors
紙文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-746
全国の図書館
  • 著者標目Ishihara, Tsunehiro Omori, Yasuhiro

検索結果は以上です。