文献
J-GLOBAL ID:202202229887021948
整理番号:22A1057783
非対称自己回帰モデル:統計的側面とCOVID-19パンデミックの下での金融応用【JST・京大機械翻訳】
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
著者 (5件):
Liu Yonghui
(School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, People’s Republic of China)
,
Mao Chaoxuan
(School of Statistics and Mathematics, Shanghai Lixin University of Accounting and Finance, Shanghai, People’s Republic of China)
,
Leiva Victor
(School of Industrial Engineering, Pontificia Universidad Catolica de Valparaiso, Valparaiso, Chile)
,
Liu Shuangzhe
(Faculty of Science and Technology, University of Canberra, Canberra, Australia)
,
Silva Neto Waldemiro A.
(Faculty of Administration, Accounting and Economics, Universidade Federal de Goias, Goiania, Brazil)
資料名:
Journal of Applied Statistics
(Journal of Applied Statistics)
巻:
49
号:
5
ページ:
1323-1347
発行年:
2022年
JST資料番号:
W5929A
ISSN:
0266-4763
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
イギリス (GBR)
言語:
英語 (EN)