Dynamics of Japan's Stock Market Volatility : A Comparison of GARCH and Stochastic Volatility Models
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- Material Type
- 記事
- Title
- Author/Editor
- Bala Dahiru Abdullahi
- Author Heading
- Periodical title
- 経済論究
- No. or year of volume/issue
- (152):2015.7
- Issue
- 152
- Pages
- 1-25
- Publication date of volume/issue (W3CDTF)
- 2015-07
- ISSN (Periodical Title)
- 0451-6230