%A 渡部, 敏明 %A 浅井, 学 (社会経済) %A 東京都立大学21世紀COEプログラム「金融市場のミクロ構造と制度設計」 %T Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis %I Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University %D 2003 %S COE discussion paper series %V no. 1 %U https://ci.nii.ac.jp/ncid/BD06367739