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Title: 日本の株式収益率に対する構造変化を伴うボラティリティ変動モデルによる分析
Other Titles: The Estimation of GARCH-types of Models with Multiple Change Points in Japanese Stock Returns
Authors: 塩濱, 敬之
Issue Date: 25-Jan-2006
Publisher: 岩波書店
Citation: 経済研究
Volume: 57
Issue: 1
Start Page: 58
End Page: 71
Language: jpn
DOI: 10.15057/21581
Text Version: publisher
Appears in Collections:57巻1号 (2006.1)

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