Portfolio analysis of intraday covariance matrix in the Greek equity market
Year of publication: |
2013
|
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Authors: | Vortelinos, Dimitrios I. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 27.2013, p. 66-79
|
Subject: | Portfolio analysis | Covariance | Volatility timing | Realized volatility | Greece | Griechenland | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
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