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＜departmental bulletin paper＞
Building and application of conditional skewness changing model to Nikkei 225
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| Table of Contents | 1 現代ポートフォリオ理論における，歪度に関するこれまでの議論 2 歪度についての検定 3 歪度が変動する場合の市場モデルの構築 4 結論 |
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| Created Date | 2020.05.28 |
| Modified Date | 2020.10.14 |