Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using High-Frequency Data in Dynamic Portfolio Choice |
scientific article |
Statements
Using High-Frequency Data in Dynamic Portfolio Choice (English)
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19 November 2008
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dynamic portfolio choice
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market microstructure noise
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realized covariance
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realized variance
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