{"created":"2023-05-15T14:42:15.434119+00:00","id":33968,"links":{},"metadata":{"_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":["1743:1744:1917"]},"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":[{}]},{"creatorNames":[{"creatorName":"Yoshida, Yasushi","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"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","filename":"65-1-141.pdf","filesize":[{"value":"2.3 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"公開日","attribute_value":"2019-09-30"},"publish_date":"2019-09-30","publish_status":"0","recid":"33968","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_creator_id":"4","weko_shared_id":-1},"updated":"2023-05-15T15:11:46.207930+00:00"}