Ishida, Isao; Watanabe, Toshiaki - 2009
://gcoe.ier.hit-u.ac.jp
Global COE Hi-Stat Discussion Paper Series
February 2009
Modeling and Forecasting the Volatility of the Nikkei 225
Realized … Volatility Using the ARFIMA-GARCH Model
Isao Ishida
Toshiaki Watanabe
032
Modeling and Forecasting the Volatility of the Nikkei … 225
Realized Volatility Using the ARFIMA-GARCH Model
ISAO ISHIDA
Faculty of Economics and
Graduate School of Public …