index

contract

model category

index

contract

model category

logarithmic yield

IC1705

GARCH

Position

change rate

IC1705

ARMA-GARCH

IC1706

GARCH

IC1706

ARMA-GARCH

IC1709

ARMA-GARCH

IC1709

ARMA-GARCH

IC1712

GARCH

IC1712

ARMA-GARCH

volume

change rate

IC1705

ARMA

Price fluctuation

IC1705

ARMA-GARCH

IC1706

ARMA

IC1706

ARMA-GARCH

IC1709

ARMA

IC1709

ARMA-GARCH

IC1712

――

IC1712

ARMA-GARCH

spread

IC1705-IC1706

ARIMA-GARCH

spread

IC1709-IC1712

ARIMA-GARCH