High-frequency data and stock-bond investing
Year of publication: |
2022
|
---|---|
Authors: | Lai, Yu-Sheng |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1623-1638
|
Subject: | asset allocation | covariance forecasts | economic value | high-frequency data | stock and bond markets | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Stock market | Korrelation | Correlation | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis |
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