Estimation of persistence in log-volatility using panel data

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Bibliographic Information

Title
"Estimation of persistence in log-volatility using panel data"
Statement of Responsibility
by Yoshitsugu Kitazawa
Publisher
  • University of Tsukuba
Publication Year
  • 2000
Book size
30 cm
Other Title
  • パネルデータを用いた対数ボラティリテイの持続性の推定

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Notes

Japanese title from added t.p

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Details 詳細情報について

  • CRID
    1130000795800493312
  • NII Book ID
    BA47553073
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tsukuba
  • Data Source
    • CiNii Books
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