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J-REITにおける投資口価格の予測に関する一考察
https://oiu.repo.nii.ac.jp/records/82
https://oiu.repo.nii.ac.jp/records/8275321b67-880e-4a53-82a9-cfbced1d41c9
名前 / ファイル | ライセンス | アクション |
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24-2-001 (3.0 MB)
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Item type | 紀要論文(ELS) / Departmental Bulletin Paper(1) | |||||
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公開日 | 2011-01-31 | |||||
タイトル | ||||||
タイトル | J-REITにおける投資口価格の予測に関する一考察 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | A study on the prediction about the share prices of J-REIT | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | J-REIT | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 時系列分析 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | ARIMA モデル | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 指数平滑法 | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Wintersの加法モデル | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | 自己相関係数 | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ページ属性 | ||||||
内容記述タイプ | Other | |||||
内容記述 | P(論文) | |||||
記事種別(日) | ||||||
値 | 論文 | |||||
記事種別(英) | ||||||
言語 | en | |||||
値 | Article | |||||
論文名よみ | ||||||
その他のタイトル | J-REIT ニ オケル トウシグチ カカク ノ ヨソク ニ カンスル イチコウサツ | |||||
著者名(日) |
石井, 康夫
× 石井, 康夫 |
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著者名よみ |
イシイ, ヤスオ
× イシイ, ヤスオ |
|||||
著者名(英) |
Ishii, Yasuo
× Ishii, Yasuo |
|||||
抄録(英) | ||||||
内容記述タイプ | Other | |||||
内容記述 | This paper analyzes prediction models about the share prices of J-REIT. Utilizing such time series analysis as ARIMA Model and Exponential Smoothing Model, predictions were executed. Reviewing past researches, there are few researches made on this. There is a big volatility in share prices of J-REIT, therefore prediction about them becomes difficult. Models were adapted to the share prices of office typed J-REIT for three years. The common model which depicts all kind of J-REIT could not be found. But ARIMA Model may be practical for general kind of J-REIT prediction. The results were instructive and the examined method may be utilized for making investment decisions of J-REIT in a simple manner. |
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雑誌書誌ID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN10110523 | |||||
書誌情報 |
国際研究論叢 : 大阪国際大学紀要 en : OIU journal of international studies 巻 24, 号 2, p. 1-22, 発行日 2011-01-31 |