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ロジスティック写像とダウ平均株価指数
https://kokushikan.repo.nii.ac.jp/records/2000121
https://kokushikan.repo.nii.ac.jp/records/2000121a7c0fafe-a8eb-43ef-9805-94a408648445
名前 / ファイル | ライセンス | アクション |
---|---|---|
本文
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2023-11-15 | |||||
タイトル | ||||||
言語 | ja | |||||
タイトル | ロジスティック写像とダウ平均株価指数 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | The Logistic Map and the Dow Jones Industrial Average (DJIA) Stock Market Index | |||||
言語 | ||||||
言語 | jpn | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
アクセス権 | ||||||
アクセス権 | open access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
見出し | ||||||
大見出し | 論説 | |||||
小見出し | Articles | |||||
著者 |
石山, 健一
× 石山, 健一 |
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著者ID | ||||||
内容記述タイプ | Other | |||||
内容記述 | J-GLOBAL ID : 201101095829203631 | |||||
内容記述 | ||||||
内容記述タイプ | TableOfContents | |||||
内容記述 | 目 次 1.はじめに 2.ダウ平均株価の日次収益率 3.ロジスティック写像とリスク指標 4.推定 5.おわりに |
|||||
書誌情報 |
ja : 國士舘大學政經論叢 en : SEIKEI-RONSO = THE REVIEW OF POLITICS AND ECONOMICS 巻 192, p. 1-16, 発行日 2023-09-25 |
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出版者 | ||||||
出版者 | 国士舘大学政経学会 | |||||
ISSN | ||||||
収録物識別子タイプ | PISSN | |||||
収録物識別子 | 0586-9749 | |||||
NCID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN00089511 | |||||
NDC | ||||||
主題Scheme | NDC | |||||
主題 | 338.155 | |||||
NDC | ||||||
主題Scheme | NDC | |||||
主題 | 415.5 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
キーワード | ||||||
主題 | NIG分布, 日次収益率, リスク指標, ベータ分布, カオス |