マルコフ切り換え確率...

マルコフ切り換え確率的トレンドモデルを用いたTOPIXのトレーディング戦略 (特集 ファイナンス統計学)

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マルコフ切り換え確率的トレンドモデルを用いたTOPIXのトレーディング戦略

(特集 ファイナンス統計学)

Call No. (NDL)
Z15-42
Bibliographic ID of National Diet Library
6505026
Material type
記事
Author
袴田 守一
Publisher
立川 : 情報・システム研究機構統計数理研究所
Publication date
2002
Material Format
Paper
Journal name
統計数理 = Proceedings of the Institute of Statistical Mathematics 50(2) (通号 96) 2002
Publication Page
p.119~132
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Detailed bibliographic record

Summary, etc.:

要旨ありファイナンス統計学原著論文...

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Paper

Material Type
記事
Author/Editor
袴田 守一
Author Heading
Periodical title
統計数理 = Proceedings of the Institute of Statistical Mathematics
No. or year of volume/issue
50(2) (通号 96) 2002
Volume
50
Issue
2
Sequential issue number
96