Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis

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Bibliographic Information

Title
"Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis"
Statement of Responsibility
Toshiaki Watanabe, Manabu Asai
Publisher
  • Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University
Publication Year
  • 2003
Book size
30 cm

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Notes

"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end

Includes bibliographical references

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Details 詳細情報について

  • CRID
    1130018341666069408
  • NII Book ID
    BD06367739
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • [八王子]
  • Data Source
    • CiNii Books
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