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経験類似度に基づくボラティリティ予測
http://hdl.handle.net/10787/00033963
http://hdl.handle.net/10787/00033963db2f0af5-112a-46e5-81f5-857c6779827b
名前 / ファイル | ライセンス | アクション |
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65-1-155.pdf (2.3 MB)
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Item type | 学術雑誌論文 / Journal Article(1) | |||||
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公開日 | 2019-09-30 | |||||
タイトル | ||||||
タイトル | 経験類似度に基づくボラティリティ予測 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Volatility Forecasting with Empirical Similarity: Japanese Stock Market Case | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | journal article | |||||
著者 |
森本, 孝之
× 森本, 孝之× 川崎, 能典× Morimoto, Takayuki× Kawasaki, Yoshinori |
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内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 要旨あり 高頻度金融データに基づく統計的推測とモデリング 原著論文 |
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書誌情報 |
統計数理 en : Proceedings of the Institute of Statistical Mathematics 巻 65, 号 1, p. 155-180, 発行日 2017-06 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0912-6112 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN10043856 | |||||
権利 | ||||||
権利情報 | (C)The Institute of Statistical Mathematics | |||||
出版者 | ||||||
出版者 | 統計数理研究所 |