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岐阜協立大学論集 The Journal of Gifu Kyoritsu University >
第44巻 第3号 >
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http://hdl.handle.net/11207/786
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Title: | TOPIXの夜間・日中変化率のLM ARCH・独立性・正規性・ランダム・ウォーク仮説・長期記憶性検定 |
Other Titles: | Statistics of LM ARCH, Independent, Normality, Random Walk Hypothesis, and Long Memories of Overnight and Daytime Relative Log Prices of TOPIX |
Authors: | 中川, 裕司 NAKAGAWA, Hiroshi |
Issue Date: | 25-Aug-2011 |
Publisher: | 岐阜経済大学学会 |
Description: | 論文 Articles |
URI: | http://hdl.handle.net/11207/786 |
Appears in Collections: | 第44巻 第3号
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