日経平均スポット・ボラティリティ日次経路の関数ARCHモデルによる予測

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Material Type: 記事
Title: 日経平均スポット・ボラティリティ日次経路の関数ARCHモデルによる予測
Author/Editor: 石田功
Author Heading: 石田功
Alternative Title: Forecasting Daily Spot Volatility Paths of the Nikkei 225 Spot Volatility via the Functional ARCH Model
Periodical title: 甲南経済学論集
No. or year of volume/issue: 59(3・4)=285・286:2019.3
Volume: 59
Issue: 3・4
Sequential issue number: 285・286
Pages: 187-196
Publication date of volume/issue (W3CDTF): 2019-03
ISSN (Periodical Title): 0452-4187
ISSN-L (Periodical Title): 0452-4187
Publication (Periodical Title): 神戸 : 甲南大学経済学会
Place of Publication (Country Code): JP
Text Language Code: jpn
Subject Heading: スポット・ボラティリティ経路
日中季節性
関数データ解析
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-267
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): 029689115
http://id.ndl.go.jp/bib/029689115
Bibliographic Record Category (NDL): 632