慶應義塾大学学術情報リポジトリ(KOARA)KeiO Associated Repository of Academic resources

慶應義塾大学学術情報リポジトリ(KOARA)

Home  »»  Listing item  »»  Detail

Detail

Item Type Article
ID
KAKEN_17K13718seika  
Preview
Image
thumbnail  
Caption  
Full text
KAKEN_17K13718seika.pdf
Type :application/pdf Download
Size :158.4 KB
Last updated :Mar 5, 2021
Downloads : 165

Total downloads since Mar 5, 2021 : 165
 
Release Date
 
Title
Title Forecasting and model selection in time-varying parameter models  
Kana  
Romanization  
Other Title
Title  
Kana  
Romanization  
Creator
Name Potiron, Yoann  
Kana ポチロン, ヨアン  
Romanization  
Affiliation 慶應義塾大学・商学部 (三田) ・講師  
Affiliation (Translated)  
Role Research team head  
Link 科研費研究者番号 : 60781119
Edition
 
Place
 
Publisher
Name  
Kana  
Romanization  
Date
Issued (from:yyyy) 2020  
Issued (to:yyyy)  
Created (yyyy-mm-dd)  
Updated (yyyy-mm-dd)  
Captured (yyyy-mm-dd)  
Physical description
1 pdf  
Source Title
Name 科学研究費補助金研究成果報告書  
Name (Translated)  
Volume  
Issue  
Year 2019  
Month  
Start page  
End page  
ISSN
 
ISBN
 
DOI
URI
JaLCDOI
NII Article ID
 
Ichushi ID
 
Other ID
 
Doctoral dissertation
Dissertation Number  
Date of granted  
Degree name  
Degree grantor  
Abstract
Research went pretty well, which led to several papers submitted to econometric journals. It was quite a successful project, the output corresponds quite closely to the expectations.
 
Table of contents

 
Keyword
high frequency data  
NDC
 
Note
研究種目 : 若手研究 (B)
研究期間 : 2017~2019
課題番号 : 17K13718
研究分野 : Financial Econometrics
 
Language
日本語  

英語  
Type of resource
text  
Genre
Research Paper  
Text version
publisher  
Related DOI
Access conditions

 
Last modified date
Mar 05, 2021 13:26:31  
Creation date
Mar 05, 2021 13:26:31  
Registerd by
mediacenter
 
History
Mar 5, 2021    インデックス を変更
 
Index
/ Public / Grants-in-Aid for Scientific Research / Fiscal year 2019 / Japan Society for the Promotion of Science
 
Related to