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

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Material Type: 博士論文
Title: 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
Author/Editor: 郭, 立冬
Author Heading: 郭, 立冬グォ, リードン
Alternative Title: Global behavior of volatility clustering verified by auto-and cross-correlation coefficient
Degree grantor/type: 久留米大学
Date Granted: 2020-03-31
Dissertation Number: 甲第55号
Degree Type: 博士（経済学）
Text Language Code: jpn
Subject Heading: volatility clustering
自己相関係数
相互相関係数
グローバル性
緩和時間
Target Audience: 一般
Note (General): 2019年度
Format (IMT): application/pdf
Source: 本文（fulltext）
https://kurume.repo.nii.ac.jp/record/1116/files/37104A55.pdf
Access Restrictions: インターネット公開
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): 久留米大学 : 久留米大学機関リポジトリ