SHIMADA Junji
   Department   Aoyama Gakuin University  Department of Marketing, School of Business
   Position   Professor
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 TypeAnother Country
Publisher World Scientific
Volume, Issue, Page 54(1),pp.123-134
Author and coauthor J.Shimada, Y.Tsukuda, T.Miyakoshi