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

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1255|30|2|263-290

ISSN: 0883-7252

Source: JOURNAL OF APPLIED ECONOMETRICS, Vol.30, Iss.2, 2015-03, pp. : 263-290

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Abstract