Shirota, Shinichiro, Hizu, Takayuki, Omori, Yasuhiro日本経済国際共同センター2013-03Discussion paper series. CIRJE-FCIRJE-F-880
全国の図書館
- 件名...in Monte Carlo Mixture sampler Realized volatility Realized ...
Shirota, Shinichiro, Hizu, Takayuki, Omori, Yasuhiro日本経済国際共同センター2012-11Discussion paper series. CIRJE-FCIRJE-F-869
全国の図書館
- 件名...in Monte Carlo Mixture sampler Realized volatility Realized ...
Nakajima, Jouchi, Kunihama, Tsuyoshi, Omori, Yasuhiro, Frühwirth-Schnatter, Sylvia日本経済国際共同センター2011-01Discussion paper series. CIRJE-FCIRJE-F-782
全国の図書館
- 件名...in Monte Carlo Mixture sampler State space model Stock retur...
Omori, Yasuhiro, Siddhartha, Chib, Neil, Shephard, Nakajima, Jouchi日本経済国際共同センター2004-08Discussion paper series. CIRJE-F2004-CF-297
全国の図書館
- 件名Leverage effect Markov chain Monte Carlo Mixture sampler Stochastic volatility Stock r...
Nakajima, Jouchi, Omori, Yasuhiro日本経済国際共同センター2007-09Discussion paper series. CIRJE-FCIRJE-F-514
全国の図書館
- 件名...nal likelihood Mixture sampler Stochastic volatility Stock r...