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58巻4号 (2007.10) >

Please use this identifier to cite or link to this item: http://doi.org/10.15057/21928

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Title: マルコフ・スイッチングGARCHモデルによるボラティリティの予測―Realized Volatilityを用いたモデル比較―
Other Titles: Forecasting Volatility with Markov-Switching GARCH Models -Comparison of Models Using Realized Volatility-
Authors: 里吉, 清隆
Issue Date: 25-Oct-2007
Publisher: 岩波書店
Citation: 経済研究
Volume: 58
Issue: 4
Start Page: 323
End Page: 334
Language: jpn
DOI: 10.15057/21928
Text Version: publisher
Appears in Collections:58巻4号 (2007.10)

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