SHIMADA Junji
Department Aoyama Gakuin University Department of Marketing, School of Business Position Professor |
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Language | English |
Publication Date | 2009/04 |
Type | Academic Journal |
Peer Review | Peer reviewed |
Title | Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US: the EGARCH vs. SV Models |
Contribution Type | Collaboration |
Journal | The Singapore Economic Review |
Journal Type | Another Country |
Publisher | World Scientific |
Volume, Issue, Page | 54(1),pp.123-134 |
Author and coauthor | J.Shimada, Y.Tsukuda, T.Miyakoshi |