IMES Discussion Paper Series (和)
Vol.2008 No.J-9
2008/05
|
Title | IMES Discussion Paper Series (和) |
---|---|
Volume - Vol. No. | Vol.2008 No.J-9 |
Volume - Feature Article | GARCH型モデルとrealized volatilityを用いたTOPIX日次リターンの非線形性の検証/長倉大輔・渡部敏明 |
Publisher | 日本銀行金融研究所 |
Frequency | 9 |
Volume - Years of Serial | 2008/05 |
Volume - Pub. Date | 2008/05 |
Registration No. | Z00037954 |
Location Code | 03 研究室 |