Elucidation of Chaotic Market Hypothesis Based on Ergodic Theory

Material type: 図書

Author: 梅野, 健

Publisher: Springer Singapore

Publication date: 2021

Material Format: Digital

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Note (General)：: Part of the Creative Economy book series (CRE)

Detailed bibliographic record

Summary, etc.：: We develop a method of directly testifying the efficient market hypothesis (EMH) proposed by Fama by using the ergodic theory to connect microscopic p...

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Material Type: 図書
Title: Elucidation of Chaotic Market Hypothesis Based on Ergodic Theory
Author/Editor: 梅野, 健
Author Heading: 梅野, 健
Publication, Distribution, etc.: Springer Singapore
Publication Date: 2021
Publication Date (W3CDTF): 2021
Periodical title: Creative Complex Systems
Pages: 165-187
ISBN (Periodical Title): 9789811644573
Text Language Code: eng
Target Audience: 一般
Note (General): Part of the Creative Economy book series (CRE)
Format (IMT): application/pdf
Source: 978-981-16-4457-3_12.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/269491/1/978-981-16-4457-3_12.pdf
Access Restrictions: インターネット公開
Rights (production): This is a post-peer-review, pre-copyedit version of the chapter published in 'Creative Complex Systems'. The final authenticated version is available online at: https://doi.org/10.1007/978-981-16-4457-3_12.
The full-text file will be made open to the public on 27 October 2022 in accordance with publisher's 'Terms and Conditions for Self-Archiving'.
This is not the published version. Please cite only the published version. この論文は出版社版でありません。引用の際には出版社版をご確認ご利用ください。
Is Version Of (DOI): 10.1007/978-981-16-4457-3_12
http://hdl.handle.net/2433/269491
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ