Japanese Joint Statistical Meeting 2021

Presentation information

一般講演

12 計量経済学

[2CPM2] 計量経済学・計量ファイナンス

Tue. Sep 7, 2021 3:30 PM - 5:30 PM Room C (C)

Chair:Daisuke Yamazaki

4:30 PM - 4:50 PM

[2CPM2-04] Dynamic factor, leverage and realized covariances in multivariate stochastic volatility

〇山内 雄太1、大森 裕浩2 (1. 名古屋大、2. 東京大)

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