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第45巻 第3号 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/11207/73

Title: TOPIXの夜間・日中変化率のジャンプ項を持つARFIMAX-GARCHモデル
Other Titles: ARFIMAX-GARCH model with jump of overnight/daytime relative log prices of TOPIX
Authors: 中川, 裕司
NAKAGAWA, Hiroshi
Issue Date: 26-Mar-2012
Publisher: 岐阜経済大学学会
Description: 論文
Articles
URI: http://hdl.handle.net/11207/73
Appears in Collections:第45巻 第3号

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