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

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タイトル	Large-scale portfolios using realized covariance matrix : evidence from the Japanese stock market
著者	Ubukata, Masato Ubukata, Masato
公開者	Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
掲載誌名	Discussion Papers In Economics And Business
巻	09-30
刊行年月	2009-09
URL	http://hdl.handle.net/11094/13321
関連情報 (references)	http://www2.econ.osaka-u.ac.jp/library/global/dp/0930.pdf
言語	英語

著者版フラグ	none
NII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.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
DCTERMS.issued" scheme="DCTERMS.W3CDTF	2009-09
DC.identifier" scheme="DCTERMS.URI	http://hdl.handle.net/11094/13321
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	http://hdl.handle.net/11094/13321