{"created":"2021-03-01T06:43:35.754342+00:00","id":8229,"links":{},"metadata":{"_buckets":{"deposit":"24895f2e-a799-4211-905f-ec2e12e31aa9"},"_deposit":{"created_by":221,"id":"8229","owners":[221],"pid":{"revision_id":0,"type":"depid","value":"8229"},"status":"published"},"_oai":{"id":"oai:tsukuba.repo.nii.ac.jp:00008229","sets":["3:233:261"]},"author_link":["34418"],"item_12_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1998","bibliographicIssueDateType":"Issued"}}]},"item_12_date_granted_46":{"attribute_name":"学位授与年月日","attribute_value_mlt":[{"subitem_dategranted":"1998-11-30"}]},"item_12_degree_grantor_44":{"attribute_name":"学位授与大学","attribute_value_mlt":[{"subitem_degreegrantor":[{"subitem_degreegrantor_language":"ja","subitem_degreegrantor_name":"筑波大学"},{"subitem_degreegrantor_language":"en","subitem_degreegrantor_name":"University of Tsukuba"}],"subitem_degreegrantor_identifier":[{"subitem_degreegrantor_identifier_name":"12102","subitem_degreegrantor_identifier_scheme":"kakenhi"}]}]},"item_12_degree_name_43":{"attribute_name":"取得学位","attribute_value_mlt":[{"subitem_degreename":"博士(経済学) "},{"subitem_degreename":"Doctor of Economics"}]},"item_12_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"The main purposes of this dissertation are; (1) to carry out empirical investigations of nonstationary financial time series based on available econometric techniques, and then ...","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_12_description_45":{"attribute_name":"学位授与年度","attribute_value_mlt":[{"subitem_description":"1998","subitem_description_type":"Other"}]},"item_12_dissertation_number_47":{"attribute_name":"報告番号","attribute_value_mlt":[{"subitem_dissertationnumber":"甲第1975号"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Asai, Manabu","creatorNameLang":"en"},{"creatorName":"浅井, 学","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"34418","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-12-18"}],"displaytype":"detail","filename":"A1975.pdf","filesize":[{"value":"174.6 kB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"objectType":"abstract","url":"https://tsukuba.repo.nii.ac.jp/record/8229/files/A1975.pdf"},"version_id":"a691981f-2726-48f0-bb38-79e902e73368"},{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2013-12-18"}],"displaytype":"detail","filename":"1.pdf","filesize":[{"value":"2.9 MB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://tsukuba.repo.nii.ac.jp/record/8229/files/1.pdf"},"version_id":"2577403e-813d-475a-ac12-33e96b3cb918"}]},"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":"doctoral thesis","resourceuri":"http://purl.org/coar/resource_type/c_db06"}]},"item_title":"Essays in nonstationary financial time series","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Essays in nonstationary financial time series","subitem_title_language":"en"},{"subitem_title":"ファイナンスにおける非定常時系列に関する研究","subitem_title_language":"ja"}]},"item_type_id":"12","owner":"221","path":["261"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2007-07-25"},"publish_date":"2007-07-25","publish_status":"0","recid":"8229","relation_version_is_last":true,"title":["Essays in nonstationary financial time series"],"weko_creator_id":"221","weko_shared_id":-1},"updated":"2024-02-07T23:52:21.920345+00:00"}