高頻度データを用いたノンパラメトリック小型株効果分析(下﨑千代子教授退任記念号)

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Osaka City University Repository for Academic materials
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Material Type: 記事
Title: 高頻度データを用いたノンパラメトリック小型株効果分析
Author/Editor: 岩本菜々
髙田輝子
Series Title: 下﨑千代子教授退任記念号
Author Heading: 岩本菜々
髙田輝子
Alternative Title: Nonparametric Estimation of the Size Premium Using High-Frequency Data
Periodical title: 経営研究 = The business review / 大阪公立大学経営学会編
No. or year of volume/issue: 68(4)=344:2018.2
Volume: 68
Issue: 4
Sequential issue number: 344
Pages: 111-126
Publication date of volume/issue (W3CDTF): 2018-02
ISSN (Periodical Title): 0451-5986
ISSN-L (Periodical Title): 0451-5986
Publication (Periodical Title): 大阪 : 大阪公立大学経営学会
Place of Publication (Country Code): JP
Text Language Code: jpn
Subject Heading: アノマリー
小型株効果
高頻度データ
ノンパラメトリック
確率密度推定
NDLC: ZD23
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z4-70
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 028892455
http://id.ndl.go.jp/bib/028892455
Bibliographic Record Category (NDL): 632