Work

Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2228772

Authors: Nikolaus Hautsch, Lada M. Kyj, Peter Malec

Institutions: University of Vienna, Humboldt-Universität zu Berlin, University of Cambridge

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2109957447

Cites: 80

Cited by: 29

Related to: 10