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Portfolio management using realized covariances: Evidence from Brazil
Caldeira, João F.
;
Moura, Guilherme V.
;
Perlin, Marcelo S.
- In:
EconomiA
18
(
2017
)
3
,
pp. 328-343
estimates in markets more contaminated from microstructure noise such as higher bid-ask spreads and lower
liquidity
. We address …
Persistent link: https://www.econbiz.de/10011858494
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