Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?

Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity

Martens, Martin, (2004)

Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?

Pooter, Michiel de, (2005)

Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?

Pooter, Michiel de, (2008)