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自己相関係数,相互相関係数で検証するvolatility clusteringのグローバル性
http://hdl.handle.net/11316/00001410
http://hdl.handle.net/11316/0000141028294a42-4227-4920-8fa8-1b31613652a8
名前 / ファイル | ライセンス | アクション |
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要旨 (493.6 kB)
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本文 (1.6 MB)
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Item type | 学位論文 / Thesis or Dissertation(1) | |||||
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公開日 | 2020-06-11 | |||||
タイトル | ||||||
言語 | ja | |||||
タイトル | 自己相関係数,相互相関係数で検証するvolatility clusteringのグローバル性 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Global behavior of volatility clustering verified by auto-and cross-correlation coefficient | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | volatility clustering | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 自己相関係数 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 相互相関係数 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | グローバル性 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 緩和時間 | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_db06 | |||||
資源タイプ | doctoral thesis | |||||
アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
著者 |
郭, 立冬
× 郭, 立冬 |
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学位名 | ||||||
学位名 | 博士(経済学) | |||||
学位授与機関 | ||||||
学位授与機関識別子Scheme | kakenhi | |||||
学位授与機関識別子 | 37104 | |||||
学位授与機関名 | 久留米大学 | |||||
学位授与年度 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 2019年度 | |||||
学位授与年月日 | ||||||
学位授与年月日 | 2020-03-31 | |||||
学位授与番号 | ||||||
学位授与番号 | 甲第55号 | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 |