On portfolio optimization: How and when do we benefit from high-frequency data?
Year of publication: |
2009
|
---|---|
Authors: | Liu, Qianqiu |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 24.2009, 4, p. 560-582
|
Saved in:
Saved in favorites
Similar items by person
-
A revisit to the hedge and safe haven properties of gold : New evidence from China
Ming, Lei, (2020)
-
Decomposing short-term return reversal
Da, Zhi, (2011)
-
Realized daily variance of S&P 500 cash index : a revaluation of stylized facts
Huang, Shirley J., (2007)
- More ...