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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 | 1999/03 |
| Type | |
| Title | An EGARCH Model with Possible Asymmetric Error Distribution and Its Application to TOPIX |
| Contribution Type | Collaboration |
| Journal | Proceedings of The 5th JAFEE International Conference(JAFEE) |
| Journal Type | Another Country |
| Volume, Issue, Page | pp.131-148 |
| Author and coauthor | Yoshihiko Tsukuda, Junji Shimada |