Junji Shimada

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The multivariate GARCH model and its application to East Asian financial market integration
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
Dynamic efficiency in the east European emerging markets
Asia-Pacific Financial Markets
2007-01-24Paper
Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation
Communications in Statistics. Simulation and Computation
2005-07-18Paper


Research outcomes over time


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