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Doctor of Philosophy（Knowledge Science） >
H27) (Jun.2015 - Mar.2016 >
Please use this identifier to cite or link to this item:
https://hdl.handle.net/10119/12872
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| Title: | 統計的手法を用いた株価のクラスタリング―ファットテール性を有する株価収益率の相関構造の分析・知識形成 |
| Authors: | 磯貝, 孝 |
| Authors(alternative): | いそがい, たかし |
| Keywords: | stock return
correlation
fat tail
volatility
portfolio
GARCH
copula
network clustering
complex networks
modularity
risk management |
| Issue Date: | Jun-2015 |
| Description: | Supervisor:Dam Hieu Chi
知識科学研究科
博士 |
| Title(English): | Clustering of Japanese stock returns: Statistical analysis of the correlation structure of fat-tailed returns |
| Authors(English): | Isogai, Takashi |
| Language: | eng |
| URI: | https://hdl.handle.net/10119/12872 |
| Academic Degrees and number: | 甲第871号 |
| Degree-granting date: | 2015-06-24 |
| Degree name: | 博士（知識科学） |
| Degree-granting institutions: | 北陸先端科学技術大学院大学 |
| Appears in Collections: | D-KS. 2015年度(H27) (Jun.2015 - Mar.2016)
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Files in This Item:
| File |
Description |
Size | Format |
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| abstract.pdf | 英文要旨 | 57Kb | Adobe PDF | View/Open | | paper.pdf | 本文 | 1947Kb | Adobe PDF | View/Open | | summary.pdf | 内容の要旨及び論文審査の結果の要旨 | 244Kb | Adobe PDF | View/Open |
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