SHIMADA Junji
   Department   Aoyama Gakuin University  Department of Marketing, School of Business
   Position   Professor
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 TypeAnother Country
Publisher Taylor & Francis
Volume, Issue, Page 34(2),pp.429-450
Author and coauthor Junji Shimada, Yoshihiko Tsukuda