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Title: 一般化したRealized Stochastic Volatilityモデルの推定 : Nikkei 225収益率・実現ボラティリティの暦効果への応用
Other Titles: Estimation of Generalized Realized Stochastic Volatility Model: An Application to Calendar Effect of Nikkei 225
Authors: 石原, 庸博
Issue Date: 26-Jan-2015
Publisher: 岩波書店
Citation: 経済研究
Volume: 66
Issue: 1
Start Page: 1
End Page: 18
Language: jpn
DOI: 10.15057/27507
Text Version: publisher
Appears in Collections:66巻1号 (2015.1)

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