HERMES-IR : Research & Education Resources >
030 Department Bulletin Papers = 本学紀要論文 >
*一橋経済学 = Hitotsubashi economics >
01巻2号 (2006.12) >

Please use this identifier to cite or link to this item:

Files in This Item:

File Description SizeFormat
keizai0010200470.pdf本文787KbAdobe PDF
keizai0010200930.pdf要旨28KbAdobe PDF
Title: 分散変動モデルによる日経225オプション価格の実証分析 : ARCH, ARCH-t, SVモデルによる比較
Other Titles: An Empirical Analysis of the Nikkei 225 Option Prices using by ARCH, ARCH-t and SV Model
Authors: 竹内, 明香
Issue Date: 20-Dec-2006
Publisher: 一橋大学大学院経済学研究科
Citation: 一橋経済学
Volume: 1
Issue: 2
Start Page: 187
End Page: 208
Language: jpn
DOI: 10.15057/15466
Text Version: publisher
Appears in Collections:01巻2号 (2006.12)

Items in HERMES-IR are protected by copyright, with all rights reserved, unless otherwise indicated.


Valid XHTML 1.0! DSpace Software Copyright © 2002-2006 MIT and Hewlett-Packard - Feedback