Financial Time Series

• TSUKUDA Yoshihiko

  Graduate School of Economics and Management, Tohoku University

Bibliographic Information

Other Title

• 金融リスクの計量化と制御　　金融時系列
• カイセツ キンユウ ジケイレツ

Journal

• Journal of The Society of Instrument and Control Engineers

  Journal of The Society of Instrument and Control Engineers 39 (7), 454-460, 2000

  The Society of Instrument and Control Engineers

Keywords

• financial time series
• stock price index
• return
• autoregressive conditional heteroskedastic model
• maximum likelihood estimation

Details

• CRID: 1390282681495398784
• NII Article ID: 10004652743
• NII Book ID: AN00072406
• DOI: 10.11499/sicejl1962.39.454
• ISSN: 18838170
• ISSN: 04534662
• NDL BIB ID: 5403211
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I5403211
• Text Lang: ja
• Data Source:
  • JaLC
  • NDL
  • CiNii Articles