{"created":"2023-06-19T12:46:15.295605+00:00","id":6147,"links":{},"metadata":{"_buckets":{"deposit":"f20bac5c-5e69-4b8c-8830-f4b7ea8aa1de"},"_deposit":{"created_by":3,"id":"6147","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6147"},"status":"published"},"_oai":{"id":"oai:tokyo-metro-u.repo.nii.ac.jp:00006147","sets":["447:448:451:452:1427"]},"author_link":["20338","20337"],"item_3_alternative_title_19":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Realized volatility and related topics"}]},"item_3_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2017-03-24","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"15","bibliographicPageEnd":"42","bibliographicPageStart":"15","bibliographic_titles":[{"bibliographic_title":"経営と制度"}]}]},"item_3_creator_3":{"attribute_name":"著者別名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Koike, Yuta"}],"nameIdentifiers":[{"nameIdentifier":"20338","nameIdentifierScheme":"WEKO"}]}]},"item_3_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This article surveys recent studies on the realized volatility, which have been extremely developed in the past two decades. Some related functions implemented in the R package yuima are briefly presented as well.","subitem_description_type":"Abstract"},{"subitem_description":"本稿では，ここ20年ほどの間に急速に進歩した実現ボラティリティと呼ばれる統計量に関する研究について，最近の結果を概観する．また，R言語のパッケージの1つであるyuimaパッケージの関連機能についても簡単に触れる．","subitem_description_type":"Abstract"}]},"item_3_description_40":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"postprint","subitem_description_type":"Other"}]},"item_3_publisher_33":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"首都大学東京大学院社会科学研究科経営学専攻　経営学会"}]},"item_3_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11960598","subitem_source_identifier_type":"NCID"}]},"item_3_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"13491180","subitem_source_identifier_type":"ISSN"}]},"item_3_version_type_16":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"小池, 祐太"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-09-06"}],"displaytype":"detail","filename":"20004-015-02.pdf","filesize":[{"value":"3.3 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"20004-015-02.pdf","url":"https://tokyo-metro-u.repo.nii.ac.jp/record/6147/files/20004-015-02.pdf"},"version_id":"8d131bcb-77a7-4a15-afcd-bc2a366ac2d1"}]},"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":"実現ボラティリティとその周辺","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"実現ボラティリティとその周辺"}]},"item_type_id":"3","owner":"3","path":["1427"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-09-20"},"publish_date":"2017-09-20","publish_status":"0","recid":"6147","relation_version_is_last":true,"title":["実現ボラティリティとその周辺"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-19T16:46:49.974122+00:00"}