GARCH模型:结构、统计推断和金融应用

{"title":"GARCH模型:结构、统计推断和金融应用","authors":"修一 永田","doi":"10.11329/JJSSJ.44.243","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":326924,"journal":{"name":"Journal of the Japan Statistical Society. Japanese issue","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"10","resultStr":"{\"title\":\"GARCH Models: Structure, Statistical Inference and Financial Applications\",\"authors\":\"修一 永田\",\"doi\":\"10.11329/JJSSJ.44.243\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":326924,\"journal\":{\"name\":\"Journal of the Japan Statistical Society. Japanese issue\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-09-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"10\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Japan Statistical Society. Japanese issue\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.11329/JJSSJ.44.243\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Japan Statistical Society. Japanese issue","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.11329/JJSSJ.44.243","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}