skip to content
Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis Preview this item
ClosePreview this item
Checking...

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis

Author: Toshiaki Watanabe; Manabu Asai; Nihon Ginkō. Kin'yū Kenkyūjo.
Publisher: Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2001]
Series: IMES discussion paper series, no. 2001-E-17.
Edition/Format:   Print book : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Watanabe, Toshiaki.
Stochastic volatility models with heavy-tailed distributions.
Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2001]
(OCoLC)646930768
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Toshiaki Watanabe; Manabu Asai; Nihon Ginkō. Kin'yū Kenkyūjo.
OCLC Number: 48492545
Notes: "November 2001."
Cover title.
Description: 36, [16] pages : illustrations ; 30 cm.
Series Title: IMES discussion paper series, no. 2001-E-17.
Responsibility: Toshiaki Wantanabe and Manabu Asai.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/48492545> # Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "48492545" ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/199872508#Place/tokyo_japan> ; # Tokyo, Japan
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ja> ;
   schema:about <http://id.worldcat.org/fast/1133616> ; # Stock price forecasting
   schema:about <http://experiment.worldcat.org/entity/work/data/199872508#Topic/rate_of_return_econometric_models> ; # Rate of return--Econometric models
   schema:about <http://id.worldcat.org/fast/1010347> ; # Markov processes
   schema:about <http://id.worldcat.org/fast/829019> ; # Bayesian statistical decision theory
   schema:about <http://id.loc.gov/authorities/subjects/sh2008112291> ; # Stocks--Prices--Mathematical models
   schema:about <http://id.worldcat.org/fast/1133728> ; # Stocks--Prices--Mathematical models
   schema:about <http://dewey.info/class/332/> ;
   schema:about <http://id.worldcat.org/fast/1025819> ; # Monte Carlo method
   schema:about <http://id.worldcat.org/fast/895600> ; # Distribution (Probability theory)
   schema:about <http://id.worldcat.org/fast/1090237> ; # Rate of return--Econometric models
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/132320559> ; # Nihon Ginkō. Kin'yū Kenkyūjo.
   schema:contributor <http://viaf.org/viaf/106149196250174790167> ; # Manabu Asai
   schema:creator <http://viaf.org/viaf/6222149198340474940001> ; # Toshiaki Watanabe
   schema:datePublished "2001" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/199872508> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/199872508#Series/imes_discussion_paper_series> ; # IMES discussion paper series ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/199872508#Series/discussion_paper_series> ; # Discussion paper series ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/646930768> ;
   schema:name "Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis"@en ;
   schema:productID "48492545" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/48492545#PublicationEvent/tokyo_japan_institute_for_monetary_and_economic_studies_bank_of_japan_2001> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/199872508#Agent/institute_for_monetary_and_economic_studies_bank_of_japan> ; # Institute for Monetary and Economic Studies, Bank of Japan
   schema:url <http://www.boj.or.jp/en/research/imes/dps/index.htm/> ;
   schema:url <http://www.imes.boj.or.jp/english/publication/edps/2001/01-E-17.pdf> ;
   schema:url <http://bibpurl.oclc.org/web/24372/2001/01-E-17.pdf> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/48492545> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/199872508#Agent/institute_for_monetary_and_economic_studies_bank_of_japan> # Institute for Monetary and Economic Studies, Bank of Japan
    a bgn:Agent ;
   schema:name "Institute for Monetary and Economic Studies, Bank of Japan" ;
    .

<http://experiment.worldcat.org/entity/work/data/199872508#Series/discussion_paper_series> # Discussion paper series ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/48492545> ; # Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
   schema:name "Discussion paper series ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/199872508#Series/imes_discussion_paper_series> # IMES discussion paper series ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/48492545> ; # Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
   schema:name "IMES discussion paper series ;" ;
    .

<http://id.loc.gov/authorities/subjects/sh2008112291> # Stocks--Prices--Mathematical models
    a schema:Intangible ;
   schema:name "Stocks--Prices--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1010347> # Markov processes
    a schema:Intangible ;
   schema:name "Markov processes"@en ;
    .

<http://id.worldcat.org/fast/1025819> # Monte Carlo method
    a schema:Intangible ;
   schema:name "Monte Carlo method"@en ;
    .

<http://id.worldcat.org/fast/1090237> # Rate of return--Econometric models
    a schema:Intangible ;
   schema:name "Rate of return--Econometric models"@en ;
    .

<http://id.worldcat.org/fast/1133616> # Stock price forecasting
    a schema:Intangible ;
   schema:name "Stock price forecasting"@en ;
    .

<http://id.worldcat.org/fast/1133728> # Stocks--Prices--Mathematical models
    a schema:Intangible ;
   schema:name "Stocks--Prices--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/829019> # Bayesian statistical decision theory
    a schema:Intangible ;
   schema:name "Bayesian statistical decision theory"@en ;
    .

<http://id.worldcat.org/fast/895600> # Distribution (Probability theory)
    a schema:Intangible ;
   schema:name "Distribution (Probability theory)"@en ;
    .

<http://viaf.org/viaf/106149196250174790167> # Manabu Asai
    a schema:Person ;
   schema:familyName "Asai" ;
   schema:givenName "Manabu" ;
   schema:name "Manabu Asai" ;
    .

<http://viaf.org/viaf/132320559> # Nihon Ginkō. Kin'yū Kenkyūjo.
    a schema:Organization ;
   schema:name "Nihon Ginkō. Kin'yū Kenkyūjo." ;
    .

<http://viaf.org/viaf/6222149198340474940001> # Toshiaki Watanabe
    a schema:Person ;
   schema:familyName "Watanabe" ;
   schema:givenName "Toshiaki" ;
   schema:name "Toshiaki Watanabe" ;
    .

<http://www.worldcat.org/oclc/646930768>
    a schema:CreativeWork ;
   rdfs:label "Stochastic volatility models with heavy-tailed distributions." ;
   schema:description "Online version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/48492545> ; # Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
    .

<http://www.worldcat.org/title/-/oclc/48492545>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/48492545> ; # Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
   schema:dateModified "2017-12-24" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.