{"_buckets": {"deposit": "59d6ca95-8432-478f-9ea9-08f3165d9c64"}, "_deposit": {"created_by": 4, "id": "33968", "owners": [4], "pid": {"revision_id": 0, "type": "depid", "value": "33968"}, "status": "published"}, "_oai": {"id": "oai:ismrepo.ism.ac.jp:00033968", "sets": ["1917"]}, "author_link": ["93694", "93695"], "item_70_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2017-06", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "1", "bibliographicPageEnd": "154", "bibliographicPageStart": "141", "bibliographicVolumeNumber": "65", "bibliographic_titles": [{"bibliographic_title": "統計数理"}, {"bibliographic_title": "Proceedings of the Institute of Statistical Mathematics", "bibliographic_titleLang": "en"}]}]}, "item_70_description_5": {"attribute_name": "内容記述", "attribute_value_mlt": [{"subitem_description": "要旨あり\n高頻度金融データに基づく統計的推測とモデリング\n研究ノート", "subitem_description_type": "Other"}]}, "item_70_publisher_32": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "統計数理研究所"}]}, "item_70_rights_12": {"attribute_name": "権利", "attribute_value_mlt": [{"subitem_rights": "(C)The Institute of Statistical Mathematics"}]}, "item_70_source_id_7": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "0912-6112", "subitem_source_identifier_type": "ISSN"}]}, "item_70_source_id_9": {"attribute_name": "書誌レコードID", "attribute_value_mlt": [{"subitem_source_identifier": "AN10043856", "subitem_source_identifier_type": "NCID"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "吉田, 靖"}], "nameIdentifiers": [{"nameIdentifier": "93694", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Yoshida, Yasushi", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "93695", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2019-09-30"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "65-1-141.pdf", "filesize": [{"value": "2.3 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 2300000.0, "url": {"label": "65-1-141.pdf", "url": "https://ismrepo.ism.ac.jp/record/33968/files/65-1-141.pdf"}, "version_id": "6901e60d-c211-45c9-90ad-f3e02a7492f1"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "jpn"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "切断実現ボラティリティの推定と観測時間間隔 －日本株式による実証分析－", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "切断実現ボラティリティの推定と観測時間間隔 －日本株式による実証分析－"}, {"subitem_title": "Estimating Truncated Realized Volatility and Time Interval: Evidence from Japanese Stock Market", "subitem_title_language": "en"}]}, "item_type_id": "70", "owner": "4", "path": ["1917"], "permalink_uri": "http://hdl.handle.net/10787/00033962", "pubdate": {"attribute_name": "公開日", "attribute_value": "2019-09-30"}, "publish_date": "2019-09-30", "publish_status": "0", "recid": "33968", "relation": {}, "relation_version_is_last": true, "title": ["切断実現ボラティリティの推定と観測時間間隔 －日本株式による実証分析－"], "weko_shared_id": -1}