SHIMADA Junji
Department Aoyama Gakuin University Department of Marketing, School of Business Position Professor |
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Language | English |
Publication Date | 2005/06 |
Type | Academic Journal |
Peer Review | Peer reviewed |
Title | Estimation of stochastic volatility models: an approximation to the nonlinear state space representation |
Contribution Type | Collaboration |
Journal | Communications in Statistics: Simulation and Computation |
Journal Type | Another Country |
Publisher | Taylor & Francis |
Volume, Issue, Page | 34(2),pp.429-450 |
Author and coauthor | Junji Shimada, Yoshihiko Tsukuda |