@article{oai:oiu.repo.nii.ac.jp:00000082,
 author = {石井, 康夫 and イシイ, ヤスオ and Ishii, Yasuo},
 issue = {2},
 journal = {国際研究論叢 : 大阪国際大学紀要, OIU journal of international studies},
 month = {Jan},
 note = {P(論文), 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.},
 pages = {1--22},
 title = {J-REITにおける投資口価格の予測に関する一考察},
 volume = {24},
 year = {2011}
}