著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
生方 雅人,Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market,Discussion Papers In Economics And Bisiness,,,2009,,,9-30,https://cir.nii.ac.jp/crid/1010000782060431621,