多変量因子確率的ボラティリティ変動モデル
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- Material Type
- 記事
- Title
- Author/Editor
- 大森 裕浩
- Author Heading
- Alternative Title
- Multivariate factor stochastic volatility model
- Periodical title
- 経済研究 = The economic review / 一橋大学経済研究所 編
- No. or year of volume/issue
- 58(4) 2007.10
- Volume
- 58
- Issue
- 4
- Pages
- 335～351