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Estimation of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices by a Stochastic Volatility Model
Open Access
Bibliographic Information
- Title
- Estimation of Jump Times of Large Jumps for the Nikkei 225 Stock Index from Daily Share Prices by a Stochastic Volatility Model
- Author
- S. ISHIDA and S. KANAGAWA
- Published
- 2015
- Resource Type
- journal article
Journal
-
- Theoretical and Applied Mechanics Japan
-
Theoretical and Applied Mechanics Japan 63 2015
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Details 詳細情報について
-
- CRID
- 1010000782253648526
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN
