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日本の株式市場における市場効率性の時変構造 ; ニホン ノ カブシキ シジョウ ニオケル シジョウ コウリツセイ ノ ..:
野田, 顕彦
;
ノダ, アキヒコ
;
Noda, Akihiko
掲載刊行物所蔵情報へのリンク / Link to Contents. , 2014
Link:
https://doshisha.repo.nii.ac.jp/record/27445/files/034..
RT Journal T1
日本の株式市場における市場効率性の時変構造 ; ニホン ノ カブシキ シジョウ ニオケル シジョウ コウリツセイ ノ ジヘン コウゾウ ; Time-varying structure of market efficiency in the Japanese stock market
UL https://suche.suub.uni-bremen.de/peid=base-ftdoshishauniv:oai:doshisha.repo.nii.ac.jp:00027445&Exemplar=1&LAN=DE A1 野田, 顕彦 A1 ノダ, アキヒコ A1 Noda, Akihiko PB 同志社大學經濟學會; The Doshisha Economic Association YR 2014 K1 338.155 K1 非ベイズ時変自己回帰モデル K1 市場効率性 K1 カルマン・スムージング K1 効率的市場仮説 K1 適応的市場仮説 K1 Non-Bayesian Time-Varying Autoregressive Model K1 Market Efficiency K1 Kalman Smoothing K1 The Efficient Market Hypothesis K1 The Adaptive Market Hypothesis JF 掲載刊行物所蔵情報へのリンク / Link to Contents LK http://dx.doi.org/https://doshisha.repo.nii.ac.jp/record/27445/files/034065040017.pdf DO https://doshisha.repo.nii.ac.jp/record/27445/files/034065040017.pdf SF ELIB - SuUB Bremen
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