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The Japanese Stock Rate of Return and Volatility: A Comparison of Methods to Estimate Volatilities

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The Japanese Stock Rate of Return and Volatility: A Comparison of Methods to Estimate Volatilities

著者(英) Mikiyo Kii Niizeki, Mikiyo Niizeki journal or

publication title

Keizaigaku‑Ronso (The Doshisha University economic review)

volume 49

number 4

page range 67‑93

year 1998‑03‑20

URL http://doi.org/10.14988/pa.2017.0000001349

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