DO HIGH-FREQUENCY DATA IMPROVE HIGH-DIMENSIONAL PORTFOLIO ALLOCATIONS?
Article first published online: 27 NOV 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
How to Cite
Hautsch, N., Kyj, L. M. and Malec, P. (2013), DO HIGH-FREQUENCY DATA IMPROVE HIGH-DIMENSIONAL PORTFOLIO ALLOCATIONS?. J. Appl. Econ.. doi: 10.1002/jae.2361
- Article first published online: 27 NOV 2013
- Manuscript Revised: 6 AUG 2013
- Manuscript Received: 27 SEP 2011
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