{"created":"2021-03-01T07:02:07.329871+00:00","id":42258,"links":{},"metadata":{"_buckets":{"deposit":"d90e288f-6054-4939-8d8c-283d8ca32d03"},"_deposit":{"id":"42258","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42258"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042258","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-04","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-488","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"The success of univariate stochastic volatility (SV) models in relation to univariate GARCH models has spurred an enormous interest in generalizations of SV models to a multivariate setting. A large number of multivariate SV (MSV) models are now available along with clearly articulated estimation recipes. Our goal in this paper is to provide the first detailed summary of the various model formulations, along with connections and differences, and discuss how the models are estimated. We aim to show that the developments and achievements in this area represent one of the great success stories of financial econometrics.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2007/2007cf488ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Washington University in St. Louis"},{"subitem_text_value":"University of Tokyo"},{"subitem_text_value":"Soka University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Chib, Siddhartha"}],"nameIdentifiers":[{"nameIdentifier":"97233","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Omori, Yasuhiro"}],"nameIdentifiers":[{"nameIdentifier":"97234","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Asai, Manabu"}],"nameIdentifiers":[{"nameIdentifier":"97235","nameIdentifierScheme":"WEKO"}]}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Multivariate stochastic volatility","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Multivariate stochastic volatility"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42258","relation_version_is_last":true,"title":["Multivariate stochastic volatility"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:26.387906+00:00"}