{"@context":{"owl":"http://www.w3.org/2002/07/owl#","bibo":"http://purl.org/ontology/bibo/","foaf":"http://xmlns.com/foaf/0.1/","rdfs":"http://www.w3.org/2000/01/rdf-schema#","prism":"http://prismstandard.org/namespaces/basic/2.0/","cinii":"http://ci.nii.ac.jp/ns/1.0/","dc":"http://purl.org/dc/elements/1.1/","dcterms":"http://purl.org/dc/terms/"},"@id":"https://ci.nii.ac.jp/ncid/BA4729760X.json","@graph":[{"@id":"https://ci.nii.ac.jp/ncid/BA4729760X#entity","@type":"bibo:Book","foaf:isPrimaryTopicOf":{"@id":"https://ci.nii.ac.jp/ncid/BA4729760X.json"},"dc:title":[{"@value":"Stochastic volatility in financial markets : crossing the bridge to continuous time"}],"dc:creator":"Fabio Fornari and Antonio Mele","dc:publisher":[{"@value":"Kluwer Academic Publishers"}],"dcterms:extent":"ix, 145 p.","cinii:size":"25 cm","dc:language":"eng","dc:date":"2000","cinii:ncid":"BA4729760X","cinii:ownerCount":"39","foaf:maker":[{"@id":"https://ci.nii.ac.jp/author/DA08972844#entity","@type":"foaf:Person","foaf:name":[{"@value":"Fornari, Fabio"}]},{"@id":"https://ci.nii.ac.jp/author/DA08972866#entity","@type":"foaf:Person","foaf:name":[{"@value":"Mele, Antonio"}]}],"bibo:owner":[{"@id":"https://ci.nii.ac.jp/library/FA001379","@type":"foaf:Organization","foaf:name":"東北大学 附属図書館","rdfs:seeAlso":{"@id":"http://opac.library.tohoku.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA001550","@type":"foaf:Organization","foaf:name":"山形大学 中央図書館","rdfs:seeAlso":{"@id":"http://klibs1.kj.yamagata-u.ac.jp/mylimedio/search/search.do?target=local&mode=comp&category-mgz=1&category-book=1&annex=all&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA001652","@type":"foaf:Organization","foaf:name":"筑波大学 附属図書館 中央図書館","rdfs:seeAlso":{"@id":"https://www.tulips.tsukuba.ac.jp/mylimedio/search/search.do?target=local&mode=comp&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA011769","@type":"foaf:Organization","foaf:name":"東京大学 経済学図書館","rdfs:seeAlso":{"@id":"https://opac.dl.itc.u-tokyo.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002010","@type":"foaf:Organization","foaf:name":"一橋大学 附属図書館","rdfs:seeAlso":{"@id":"https://opac.lib.hit-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002043","@type":"foaf:Organization","foaf:name":"一橋大学 経済研究所 資料室","rdfs:seeAlso":{"@id":"https://opac.lib.hit-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA019578","@type":"foaf:Organization","foaf:name":"一橋大学 千代田キャンパス図書室","rdfs:seeAlso":{"@id":"https://opac.lib.hit-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002065","@type":"foaf:Organization","foaf:name":"横浜国立大学 附属図書館","rdfs:seeAlso":{"@id":"https://opac.lib.ynu.ac.jp/opc/recordID/catalog.bib/BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002280","@type":"foaf:Organization","foaf:name":"信州大学 附属図書館 中央図書館","rdfs:seeAlso":{"@id":"https://www-lib.shinshu-u.ac.jp/opc/recordID/catalog.bib/BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002473","@type":"foaf:Organization","foaf:name":"名古屋大学 経済学 図書室","rdfs:seeAlso":{"@id":"https://m-opac.nul.nagoya-u.ac.jp/iwjs0023opc/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X&initFlg=_RESULT_SET_NOTBIB"}},{"@id":"https://ci.nii.ac.jp/library/FA002746","@type":"foaf:Organization","foaf:name":"京都大学 経済研究所 図書室","rdfs:seeAlso":{"@id":"https://kuline.kulib.kyoto-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002666","@type":"foaf:Organization","foaf:name":"京都大学 経済学部 図書室","rdfs:seeAlso":{"@id":"https://kuline.kulib.kyoto-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002848","@type":"foaf:Organization","foaf:name":"大阪大学 附属図書館 総合図書館","rdfs:seeAlso":{"@id":"https://opac.library.osaka-u.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA003035","@type":"foaf:Organization","foaf:name":"神戸大学 附属図書館 自然科学系図書館","rdfs:seeAlso":{"@id":"https://op.lib.kobe-u.ac.jp/opac/opac_openurl/?rfe_dat=ncid/BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA002994","@type":"foaf:Organization","foaf:name":"神戸大学 附属図書館 社会科学系図書館","rdfs:seeAlso":{"@id":"https://op.lib.kobe-u.ac.jp/opac/opac_openurl/?rfe_dat=ncid/BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA018236","@type":"foaf:Organization","foaf:name":"広島大学 図書館 東千田図書館","rdfs:seeAlso":{"@id":"https://opac.lib.hiroshima-u.ac.jp/iwjs0027opc/cattab.do?sp_srh_flg=true&tab_num=0&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA02289X","@type":"foaf:Organization","foaf:name":"九州大学 理系図書館","rdfs:seeAlso":{"@id":"https://catalog.lib.kyushu-u.ac.jp/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA003454","@type":"foaf:Organization","foaf:name":"九州大学 中央図書館","rdfs:seeAlso":{"@id":"https://catalog.lib.kyushu-u.ac.jp/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA003523","@type":"foaf:Organization","foaf:name":"長崎大学 附属図書館 経済学部分館","rdfs:seeAlso":{"@id":"https://opac.lb.nagasaki-u.ac.jp/mylimedio/search/search.do?target=local&mode=comp&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA003873","@type":"foaf:Organization","foaf:name":"名古屋市立大学 総合情報センター 山の畑分館","rdfs:seeAlso":{"@id":"https://opac-search.adm.nagoya-cu.ac.jp/webopac/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA004162","@type":"foaf:Organization","foaf:name":"北九州市立大学 図書館","rdfs:seeAlso":{"@id":"https://lib-web.kitakyu-u.ac.jp/opac/search?target=local&searchmode=complex&autoDetail=true&s_ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA005493","@type":"foaf:Organization","foaf:name":"成城大学 図書館","rdfs:seeAlso":{"@id":"https://opac.lib.seijo.ac.jp/opac/opac_openurl?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA005620","@type":"foaf:Organization","foaf:name":"高千穂大学 図書館"},{"@id":"https://ci.nii.ac.jp/library/FA006179","@type":"foaf:Organization","foaf:name":"東洋大学 附属図書館","rdfs:seeAlso":{"@id":"https://triton.lib.toyo.ac.jp/gate?module=search&path=search.do&method=search&searchForm.library=true&searchForm.orderNumber=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA006678","@type":"foaf:Organization","foaf:name":"明治大学 図書館","rdfs:seeAlso":{"@id":"https://opac2018.lib.meiji.ac.jp/webopac/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA012218","@type":"foaf:Organization","foaf:name":"京都産業大学 図書館","rdfs:seeAlso":{"@id":"https://ksucat2.kyoto-su.ac.jp/webopac/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA007670","@type":"foaf:Organization","foaf:name":"同志社大学 図書館","rdfs:seeAlso":{"@id":"https://doors.doshisha.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA007739","@type":"foaf:Organization","foaf:name":"立命館大学 図書館","rdfs:seeAlso":{"@id":"http://runners.ritsumei.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA007750","@type":"foaf:Organization","foaf:name":"龍谷大学 深草図書館","rdfs:seeAlso":{"@id":"https://opac.ryukoku.ac.jp/iwjs0005opc/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA007896","@type":"foaf:Organization","foaf:name":"大阪商業大学 図書館","rdfs:seeAlso":{"@id":"http://www.lib.daishodai.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA008221","@type":"foaf:Organization","foaf:name":"関西学院大学 図書館","rdfs:seeAlso":{"@id":"https://opac.kwansei.ac.jp/iwjs0001opc/cattab.do?sp_srh_flg=true&tab_num=0&locale=ja&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA008276","@type":"foaf:Organization","foaf:name":"神戸学院大学 図書館 有瀬館","rdfs:seeAlso":{"@id":"https://library.kobegakuin.ac.jp/iwjs0004opc/ufirdi.do?ufi_target=ctlsrh&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA008775","@type":"foaf:Organization","foaf:name":"松山大学 図書館","rdfs:seeAlso":{"@id":"https://libweb.matsuyama-u.jp/opac/search?target=local&searchmode=complex&autoDetail=true&s_ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA008811","@type":"foaf:Organization","foaf:name":"久留米大学 附属図書館 御井学舎分館","rdfs:seeAlso":{"@id":"http://lib.kurume-u.ac.jp/mylimedio/search/search.do?target=local&mode=comp&ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA008855","@type":"foaf:Organization","foaf:name":"西南学院大学 図書館","rdfs:seeAlso":{"@id":"https://opac.seinan-gu.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA009155","@type":"foaf:Organization","foaf:name":"沖縄国際大学 図書館","rdfs:seeAlso":{"@id":"https://opac.okiu.ac.jp/opac/opac_openurl/?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA009494","@type":"foaf:Organization","foaf:name":"統計数理研究所 図書室"},{"@id":"https://ci.nii.ac.jp/library/FA012772","@type":"foaf:Organization","foaf:name":"金沢学院大学 図書館","rdfs:seeAlso":{"@id":"https://kgulib.opac.jp/opac/ncid_search?ncid=BA4729760X"}},{"@id":"https://ci.nii.ac.jp/library/FA018371","@type":"foaf:Organization","foaf:name":"政策研究大学院大学 図書館","rdfs:seeAlso":{"@id":"http://glib.grips.ac.jp/mylimedio/search/search.do?target=local&mode=comp&ncid=BA4729760X"}}],"bibo:lccn":["00028741"],"rdfs:seeAlso":[{"@id":"https://lccn.loc.gov/00028741"}],"prism:publicationDate":["c2000"],"cinii:note":["Bibliography: p. [129]-142","Includes index"],"dc:subject":["LCC:HG173","DC21:332/.01/5195","NDC9:338.1"],"foaf:topic":[{"@id":"https://ci.nii.ac.jp/books/search?q=Finance+--+Econometric+models","dc:title":"Finance -- Econometric models"},{"@id":"https://ci.nii.ac.jp/books/search?q=Capital+market+--+Econometric+models","dc:title":"Capital market -- Econometric models"},{"@id":"https://ci.nii.ac.jp/books/search?q=Stochastic+analysis","dc:title":"Stochastic analysis"}],"dcterms:isPartOf":[{"@id":"https://ci.nii.ac.jp/ncid/BA40991083#entity","dc:title":"Dynamic modeling and econometrics in economics and finance / series editors, Stefan Mittnik, Willi Semmler, v. 3","@type":"bibo:Book"}],"dcterms:hasPart":[{"@id":"urn:isbn:0792378423"}]}]}