Using high-frequency data in dynamic portfolio choice
Federico M. Bandi, Jeffrey R. Russell and Yinghua Zhu
| Year of publication: |
2008
|
|---|---|
| Authors: | Bandi, Federico M. ; Russell, Jeffrey R. ; Zhu, Yinghua |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 163-198
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Stichprobenerhebung | Sampling | Noise Trading | Noise trading | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | USA | United States | 1993-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761222