On portfolio optimization: How and when do we benefit from high-frequency data?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference43 articles.
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3. The distribution of stock return volatility;Andersen;Journal of Financial Economics,2001a
4. The distribution of exchange rate volatility;Andersen;Journal of the American Statistical Association,2001b
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