{"created":"2023-05-15T11:19:46.737386+00:00","links":{},"metadata":{"_buckets":{"deposit":"6de6967f-e64b-40c5-8d4a-232da3dd0a3e"},"_deposit":{"id":"2851.1","owners":[2],"pid":{"revision_id":0,"type":"depid","value":"2851.1"},"status":"published"},"_oai":{"id":"oai:miyazaki-u.repo.nii.ac.jp:00002851.1","sets":["73","73:36","73:36:330:313"]},"author_link":["14987","15054","15055","15056"],"item_10002_alternative_title_1":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"カワセシジョウ ト ランリュウ ノ ヒカク : カクリツ ブンプ ト ヴォラティリ ティー"}]},"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2003-07","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"336","bibliographicPageStart":"329","bibliographicVolumeNumber":"32","bibliographic_titles":[{"bibliographic_title":"宮崎大学工学部紀要","bibliographic_titleLang":"ja"},{"bibliographic_title":"Memoirs of Faculty of Engineering, University of Miyazaki","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Abstract \nWe examine the real data of turbulence and foreign exchange rates in order to compare the \ntwo stochastic processes. We have found that the probability distributions of both cases \nfollow the Levy distribution, thus exhibit scale invariance. Moreover it is found that not only \nthe moments of velocity differences in the scaling region obey the scaling law derived from \nthe Kolmogorov's theory, but also the moments of price differences obey the same law. \nHowever the scaling law for the volatility shows different properties for foreign exchange \nrates and for turbulence, which indicates that we need to investigate the similarity as well \nas the differences at the same time in comparing the two phenomena.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"宮崎大学工学部","subitem_publisher_language":"ja"},{"subitem_publisher":"Faculty of Engineering, University of Miyazaki","subitem_publisher_language":"en"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA00732558","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"05404924","subitem_source_identifier_type":"ISSN"}]},"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_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"田中, 美栄子","creatorNameLang":"ja"},{"creatorName":"タナカ, ミエコ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"14987","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"板橋, 毅","creatorNameLang":"ja"},{"creatorName":"イタバシ, ツヨシ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"15054","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Tanaka-Yamawaki, Mieko","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"15055","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Itabashi, Tsuyoshi","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"15056","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":"2020-06-21"}],"displaytype":"detail","filename":"KJ00002426430.pdf","filesize":[{"value":"551.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KJ00002426430.pdf","url":"https://miyazaki-u.repo.nii.ac.jp/record/2851.1/files/KJ00002426430.pdf"},"version_id":"8536f478-1d84-405b-90f1-2a87bcf09609"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"price fluctuation, turbulence, probability density distribution, Levy distribution, volatility, scale dependence","subitem_subject_language":"en","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":"為替市場と乱流の比較 : 確率分布とヴォラティリティー","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"為替市場と乱流の比較 : 確率分布とヴォラティリティー","subitem_title_language":"ja"},{"subitem_title":"Comparing Foreign Exchange Markets and Turbulence : Probability Distributions and Volatilities","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"2","path":["36","73","313"],"pubdate":{"attribute_name":"公開日","attribute_value":"2007-06-28"},"publish_date":"2007-06-28","publish_status":"0","recid":"2851.1","relation_version_is_last":true,"title":["為替市場と乱流の比較 : 確率分布とヴォラティリティー"],"weko_creator_id":"2","weko_shared_id":2},"updated":"2023-07-29T11:15:23.060099+00:00"}