Author,Title,Journal,ISSN,Publisher,Date,Volume,Number,Page,URL,URL(DOI)
KANAGAWA Shuya and ISHIDA Masayuki,Estimation of Jump Times in Daily Share Prices of Nikkei 225 Stock Index using a Jump Diffusion Model,Journal of Japan Industrial Management Association,13422618,Japan Industrial Management Association,2016,67,1,1-9,https://cir.nii.ac.jp/crid/1390282680482546560,https://doi.org/10.11221/jima.67.1