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
Volume 30, Issue 2, pages 263–290, March 2015
How to Cite
2015), Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?, J. Appl. Econ., 30, pages 263–290. doi: 10.1002/jae.2361, , and (
- Issue published online: 2 MAR 2015
- Article first published online: 27 NOV 2013
- Manuscript Revised: 6 AUG 2013
- Manuscript Received: 27 SEP 2011
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