@article{oai:ismrepo.ism.ac.jp:00030524,
 author = {森本, 孝之 and 川崎, 能典 and Morimoto, Takayuki and Kawasaki, Yoshinori},
 issue = {1},
 journal = {統計数理, Proceedings of the Institute of Statistical Mathematics},
 month = {Jun},
 note = {要旨あり, 統計科学とリスク解析, 原著論文},
 pages = {5--21},
 title = {イントラデイVaRによるGARCHモデルの比較実証},
 volume = {54},
 year = {2006}
}