Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871)
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scientific article; zbMATH DE number 5368901
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Using High-Frequency Data in Dynamic Portfolio Choice |
scientific article; zbMATH DE number 5368901 |
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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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0.8406332731246948
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0.8344406485557556
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0.780016303062439
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0.779109537601471
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