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"On asset-allocation and high-frequency data: are there financial gains ..."

Erindi Allaj, Maria Elvira Mancino (2021)

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DOI: 10.1080/03610918.2019.1643882

access: closed

type: Journal Article

metadata version: 2022-10-02

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Erindi Allaj, Maria Elvira Mancino:
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? Commun. Stat. Simul. Comput. 50(12): 4413-4441 (2021)

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