Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? |
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Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (English)
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19 November 2008
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bias-correction
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high-frequency data
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mean-variance analysis
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realized volatility
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tracking error
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volatility timing
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