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~accessRights:"restricted"
~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~subject:"Integrated variance"
~subject:"Portfolio selection"
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Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and Stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10005613461
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A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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