| Budget Amount *help |
¥31,850,000 (Direct Cost: ¥24,500,000、Indirect Cost: ¥7,350,000)
Fiscal Year 2015: ¥6,370,000 (Direct Cost: ¥4,900,000、Indirect Cost: ¥1,470,000)
Fiscal Year 2014: ¥6,370,000 (Direct Cost: ¥4,900,000、Indirect Cost: ¥1,470,000)
Fiscal Year 2013: ¥6,370,000 (Direct Cost: ¥4,900,000、Indirect Cost: ¥1,470,000)
Fiscal Year 2012: ¥6,370,000 (Direct Cost: ¥4,900,000、Indirect Cost: ¥1,470,000)
Fiscal Year 2011: ¥6,370,000 (Direct Cost: ¥4,900,000、Indirect Cost: ¥1,470,000)
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| Outline of Final Research Achievements |
Using statistical methods in a field of economic time series analysis, we estimate the stock price volatility. We consider testing the economic structural change. Moreover, using the bootstrap method, we consider the estimation method and the testing procedure in the case where the dependent vatiable lies on the interval between zero and one. In addition, as some applications, we show a lot of empirical studies using the proposed econometric methods.
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