ISHIHARA Tsunehiro
   Department   Osaka University of Economics  Department of Business Administration, Faculty of Business Administration
   Position   Lecturer
Language English
Publication Date 2017/03
Peer Review Peer reviewed
Title Portfolio Optimization using Dynamic Factor and Stochastic Volatility:Evidence on Fat-tailed Error and Leverage
Contribution Type
Journal the Japanese Economic Review
Journal TypeAnother Country
Volume, Issue, Page 68(1),pp.63-94