Page 279 - Contributed Paper Session (CPS) - Volume 6

CPS1929 Takayuki M.

Fig. 1 Long and Short Run Variances (JT)

4. Conclusions
The result our empirical analysis will contribute to financial market research
and economic policy studies.

Acknowledgements
The author would like to thank Yoshinori Kawasaki (Professor at the Institute
of Statistical Mathematics) for his comments and discussions. This study is
partly supported by the Institute of Statistical Mathematics (ISM) cooperative
research program (2018-ISM-CRP-2010) and JSPS KAKENHI Grant Number
18K01554.

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