Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
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- 生方 雅人
- 大阪大学
書誌事項
- タイトル
- Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
- 著者
- Masato Ubukata
収録刊行物
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- Discussion Papers In Economics And Bisiness
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Discussion Papers In Economics And Bisiness 9-30, 2009
