マルコフ・スイッチングGARCHモデルによる日本の株式市場のボラティリティの分析  [in Japanese] An Empirical Study of Volatility in the Japanese Stock Market Using the Markov Switching GARCH Model  [in Japanese]

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Author(s)

Journal

  • Journal of the Japan Statistical Society Japanese issue

    Journal of the Japan Statistical Society Japanese issue 34(1), 1-19, 2004-09-01

    日本統計学会

References:  18

Codes

  • NII Article ID (NAID)
    110003166117
  • NII NACSIS-CAT ID (NCID)
    AA11989749
  • Text Lang
    JPN
  • Article Type
    ART
  • ISSN
    03895602
  • NDL Article ID
    7248049
  • NDL Source Classification
    ZD43(経済--統計)
  • NDL Call No.
    Z3-1003
  • Data Source
    CJP  NDL  NII-ELS  NDL-Digital 
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