{"created":"2024-05-28T07:34:51.847142+00:00","id":2000077,"links":{},"metadata":{"_buckets":{"deposit":"4e9ddc24-7d4f-4184-b8b7-659e789fccd3"},"_deposit":{"created_by":14,"id":"2000077","owner":"14","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"2000077"},"status":"published"},"_oai":{"id":"oai:hakodate-u.repo.nii.ac.jp:02000077","sets":["1:1716876072752"]},"author_link":["134"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2024-03-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"43","bibliographicPageStart":"31","bibliographicVolumeNumber":"55","bibliographic_titles":[{"bibliographic_title":"函館大学論究","bibliographic_titleLang":"ja"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本稿では、ロシア連邦中央銀行が公開している名目日次ロシア・ルーブル/日本\n円為替相場データを使い、スケール転換解析をおこなうことで、その時系列曲線\nのフラクタル的特徴について検討した。解析の結果、2000 年 1 月初～2014 年 12\n月末までの曲線のハースト指数 H は H>0.5 と推計された。\n2000 年 1 月初～2011 年 12 月末までの曲線のハースト指数については、H<\n0.5となっており、日ロ両国の外国為替相場への介入の影響が見られた。\n日本で外国為替平衡操作がおこなわれなくなって以降の、2012年1月初～2020\n年 12 月末までの曲線のハースト指数は H>0.6 であり、米ドル/ルーブル相場の時\n系列曲線と同じであることを明らかにした。2012 年 1 月以降、ルーブル/円相場\nに持続性が弱いながらも生じたことを意味する。\n本稿の特徴は、これまでほぼ無関係に進んでいた、フラクタル幾何学による金\n融商品価格の時系列曲線の解析と、外国為替政策の影響の分析という 2 つの研究\nを両方組み込んで考察した点にある。","subitem_description_language":"ja","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18896/0002000077","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"函館大学","subitem_publisher_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00204857","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"02866137","subitem_source_identifier_type":"PISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"安木, 新一郎","creatorNameLang":"ja"},{"creatorName":"ヤスキ, シンイチロウ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"134","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"9000006242124","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/9000006242124"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2024-05-28"}],"filename":"大学論究55-2_02安木.pdf","filesize":[{"value":"595 KB"}],"format":"application/pdf","licensetype":"license_5","url":{"url":"https://hakodate-u.repo.nii.ac.jp/record/2000077/files/大学論究55-2_02安木.pdf"},"version_id":"a5bd72d9-b2a8-444e-b407-591cdf69f88b"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"日本円","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"ロシア・ルーブル","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"フラクタル幾何学","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"ランダムウォーク","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"スケール転換解析","subitem_subject_language":"ja","subitem_subject_scheme":"Other"}]},"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":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"ロシア・ルーブル / 日本円為替相場時系列曲線のフラクタル的特徴","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ロシア・ルーブル / 日本円為替相場時系列曲線のフラクタル的特徴","subitem_title_language":"ja"},{"subitem_title":"Fractal Feature of Time- Series Curve of Russian-Ruble-to-Japanese-Yen Exchange Rates","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["1716876072752"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2024-05-28"},"publish_date":"2024-05-28","publish_status":"0","recid":"2000077","relation_version_is_last":true,"title":["ロシア・ルーブル / 日本円為替相場時系列曲線のフラクタル的特徴"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2024-05-28T07:48:30.981398+00:00"}