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GIFU KYORITSU University Repository >
紀要 Bulletin >
岐阜協立大学論集 The Journal of Gifu Kyoritsu University >
第45巻 第3号 >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11207/73
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| Title: | TOPIXの夜間・日中変化率のジャンプ項を持つARFIMAX-GARCHモデル |
| Other Titles: | ARFIMAX-GARCH model with jump of overnight/daytime relative log prices of TOPIX |
| Authors: | 中川, 裕司
NAKAGAWA, Hiroshi |
| Issue Date: | 26-Mar-2012 |
| Publisher: | 岐阜経済大学学会 |
| Description: | 論文
Articles |
| URI: | http://hdl.handle.net/11207/73 |
| Appears in Collections: | 第45巻 第3号
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