[Updated on Oct. 4] Integration of CiNii Articles into CiNii Research from April 1, 2022

Four Essays on Building Conditional Correlation GARCH Models

Bibliographic Information

Title
"Four Essays on Building Conditional Correlation GARCH Models"
Author
Tomoaki Nakatani
Publisher
  • Economic Research Institute, Stockholm School of Economics
Pagination
173

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Details

  • CRID
    1020282257073376259
  • Title Language Code
    ja
  • Data Source
    • KAKEN
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