@book{ BD06371893, author = "浅井, 学 (社会経済) and 渡部, 敏明 and 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」", title = "Comparison of MCMC methods for estimating GARCH models", publisher = "Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University", year = "2004", series = "COE discussion paper series", number = "no. 18", URL = "https://ci.nii.ac.jp/ncid/BD06371893" }