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GIFU KYORITSU University Repository >
紀要 Bulletin >
岐阜協立大学論集 The Journal of Gifu Kyoritsu University >
第30巻 第1号 >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11207/2048
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| Title: | 2変量VAR(1)-GARCH(1,1)モデルによるn期間収益率のボラティリティの計測 |
| Other Titles: | Prediction for Heteroskedastic Volatilities of Returns during n Periods in Bivariate VAR(1)-GARCH(1, 1) Model |
| Authors: | 中川, 裕司
NAKAGAWA, Hiroshi |
| Issue Date: | 18-Jun-1996 |
| Publisher: | 岐阜経済大学学会 |
| Description: | 研究ノート
Note |
| URI: | http://hdl.handle.net/11207/2048 |
| Appears in Collections: | 第30巻 第1号
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