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Bibliographic Information
- Other Title
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- イントラデイ VaR ニ ヨル GARCH モデル ノ ヒカク ジッショウ
- An Empirical Comparison of GARCH Models Based on Intraday Value at Risk
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Description
要旨あり
統計科学とリスク解析
原著論文
Journal
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- 統計数理 = Proceedings of the Institute of Statistical Mathematics
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統計数理 = Proceedings of the Institute of Statistical Mathematics 54 (1), 5-21, 2006-06
統計数理研究所
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Keywords
Details 詳細情報について
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- CRID
- 1050282677781769600
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- NII Article ID
- 120006019044
- 40007460681
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- NII Book ID
- AN10043856
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- ISSN
- 09126112
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- NDL BIB ID
- 8079324
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- Text Lang
- ja
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- Article Type
- journal article
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- Data Source
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- IRDB
- NDL Search
- CiNii Articles
- KAKEN