{"created":"2023-05-15T13:17:11.115246+00:00","id":2278,"links":{},"metadata":{"_buckets":{"deposit":"fa489126-a4c3-48f1-bd60-3fb35f3f2551"},"_deposit":{"created_by":36,"id":"2278","owners":[36],"pid":{"revision_id":0,"type":"depid","value":"2278"},"status":"published"},"_oai":{"id":"oai:ncu.repo.nii.ac.jp:00002278","sets":["13:7:674:675"]},"author_link":["1099"],"item_10_alternative_title_2":{"attribute_name":"タイトルヨミ","attribute_value_mlt":[{"subitem_alternative_title":"ノーマル　ミクスチャー　ノ　ファイナンス　ヘノ　オウヨウ"}]},"item_10_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2017-07-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"13","bibliographicPageStart":"3","bibliographicVolumeNumber":"54","bibliographic_titles":[{"bibliographic_title":"オイコノミカ"}]}]},"item_10_description_22":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10_description_7":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Normal mixture の分布のクラスは、非対称で裾が厚い分布を作ることができる。ファイナンスおよび金融のデータは、非対称で裾が厚い分布がその特徴であるといえる。そのため、normal mixture はファイナンスや金融のデータでよく使われてきたが、日本国内のファイナンス研究者には十分に周知されていないように思われる。そこで本稿では、normal mixtureをファイナンスの実証に利用する場合に必要なことをサーベイする。具体的には、これまでのnormal mixture を用いた実証研究の事例を紹介し、推定やモデルの検証方法、GARCH モデルを想定した場合の推定や検証方法などについて述べる。","subitem_description_type":"Abstract"}]},"item_10_source_id_12":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03891364","subitem_source_identifier_type":"ISSN"}]},"item_10_source_id_14":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00025971","subitem_source_identifier_type":"NCID"}]},"item_10_version_type_23":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"程島, 次郎"}],"nameIdentifiers":[{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-11-30"}],"displaytype":"detail","filename":"B41-20170731-3.pdf","filesize":[{"value":"2.9 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"B41-20170731-3","url":"https://ncu.repo.nii.ac.jp/record/2278/files/B41-20170731-3.pdf"},"version_id":"2fb0ea68-85e9-45ee-9f48-4fef38330696"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Normal mixture のファイナンスへの応用","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Normal mixture のファイナンスへの応用"},{"subitem_title":"On Applications of Normal Mixture in Finance","subitem_title_language":"en"}]},"item_type_id":"10","owner":"36","path":["675"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-11-30"},"publish_date":"2018-11-30","publish_status":"0","recid":"2278","relation_version_is_last":true,"title":["Normal mixture のファイナンスへの応用"],"weko_creator_id":"36","weko_shared_id":-1},"updated":"2023-05-15T14:32:45.390492+00:00"}