Portfolio management using realized covariances : evidence from Brazil
Year of publication: |
September-December 2017
|
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Authors: | Caldeira, João F. ; Moura, Guilherme Valle ; Perlin, Marcelo Scherer ; Santos, André A. P. |
Published in: |
Economia : revista da ANPEC. - Bingley, United Kingdom : Emerald, ISSN 2358-2820, ZDB-ID 2451788-4. - Vol. 18.2017, 3, p. 328-343
|
Subject: | BEKK specification | Bootstrap test | Liquidity | Tick by tick data | Turnover | Brasilien | Brazil | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Aktienmarkt | Stock market | Korrelation | Correlation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | 10.1016/j.econ.2017.04.002 [DOI] hdl:10419/179653 [Handle] |
Classification: | c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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