著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
,Hedge efficiency by using bivariate GARCH model,"Future Option Report, Osaka Securities Exchange (in Japanese) 16",,,2004,,,2-5,https://cir.nii.ac.jp/crid/1010282256785627806,