Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market

Ubukata, Masato

Discussion Papers In Economics And Business, 2009, 09-30

アクセス数:139件（2025-07-01 15:11 集計）

固定URL: https://hdl.handle.net/11094/13321

タイトル	Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market
著者	NRID 1000000467507 1000000467507 著者名 Ubukata, Masato
出版者	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
収録物名	Discussion Papers In Economics And Business
巻(号)	09-30
刊行年月	2009-09
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13321
NCID	AA1160366X
関連情報 (references)	URI http://www2.econ.osaka-u.ac.jp/library/global/dp/0930.pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Discussion Papers In Economics And Business

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Discussion Papers In Economics And Business. 2009, 09-30
DC.title	Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market
DC.creator	Ubukata, Masato
DC.publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2009-09
DC.relation' scheme='DCTERMS.URI	http://www2.econ.osaka-u.ac.jp/library/global/dp/0930.pdf
DC.format	13321
citation_title	Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market
citation_author	Ubukata, Masato
citation_publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
citation_language	英語
citation_date	2009-09
citation_journal_title	Discussion Papers In Economics And Business
citation_volume	09-30
citation_public_url	https://hdl.handle.net/11094/13321
citation_abstract_html_url	http://www2.econ.osaka-u.ac.jp/library/global/dp/0930.pdf