An empirical comparison of multivariate OARCH models based on intraday Value at Risk
書誌事項
- タイトル
- An empirical comparison of multivariate OARCH models based on intraday Value at Risk
- 著者
- Morimoto, T., Kawasaki, Y.
収録刊行物
-
- Proceedings of The Institute of Statistical Mathematics 54
-
Proceedings of The Institute of Statistical Mathematics 54 5-21, 2006
- Tweet
詳細情報
-
- CRID
- 1010282256913684487
-
- 資料種別
- journal article
-
- データソース種別
-
- KAKEN