Using High-Frequency Data in Dynamic Portfolio Choice

Using High-Frequency Data in Dynamic Portfolio Choice

Bandi, Federico M., Russell, Jeffrey R., Zhu, Yinghua
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Volume:
27
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474930701870461
Date:
February, 2008
File:
PDF, 1.67 MB
english, 2008
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