On portfolio optimization: How and when do we benefit from high‐frequency data?
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Qianqiu |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 24.2009, 4, p. 560-583
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