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SHIMADA Junji
Department Aoyama Gakuin University Department of Marketing, School of Business Position Professor |
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| Language | English |
| Publication Date | 2020/04 |
| Type | |
| Invitation | Invited paper |
| Title | The Multivariate GARCH Model and Its Application to East Asian Financial Market Integration |
| Contribution Type | Collaboration |
| Journal | Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, Vol.4 |
| Journal Type | Another Country |
| Publisher | World Scientific |
| Volume, Issue, Page | pp.4209-4254 |
| Author and coauthor | Yoshihiko Tsukuda, Junji Shimada and Tatsuyoshi Miyakoshi |
| DOI | 10.1142/9789811202391_0123 |