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Please use this identifier to cite or link to this item: http://doi.org/10.15057/15466

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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)

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