NAGAHARA Yuichi
Department Undergraduate School , School of Political Science and Economics Position Professor |
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Language | English |
Publication Date | 1997/11 |
Type | Other |
Title | Non-Gaussian Stochastic Volatility Model |
Contribution Type | Co-authored (first author) |
Journal | 統計数理研究所共同研究リポート・103 「時系列解析の理論と応用」 |
Volume, Issue, Page | pp.156-174 |
Author and coauthor | 北川源四郎* |