日経225株価指数と先物・オプション価格との関係 ― 非線形共和分検定による実証分析 ―
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- Material Type
- 文書・図像類
- Title Transcription
- ニッケイ 225 カブカシスウ ト サキモノ オプション カカク トノ カンケイ ヒセンケイ キョウワブン ケンテイ ニヨル ジッショウ ブンセキ
- Author/Editor
- 新関, 三希代牧, 大樹
- Publication, Distribution, etc.
- Publication Date
- 2005-03-31
- Publication Date (W3CDTF)
- 2005-03-31
- Alternative Title
- A Further Analysis of the Cointegration Relationship between the Cash Stock Market and the Derivatives Markets: Cointegration Tests with Threshold Autoregressive Models in the Japanese Markets
- Periodical title
- 同志社大学ワールドワイドビジネスレビュー