Equity portfolio diversification with high frequency data (Q4683074)
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scientific article; zbMATH DE number 6939280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity portfolio diversification with high frequency data |
scientific article; zbMATH DE number 6939280 |
Statements
Equity portfolio diversification with high frequency data (English)
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19 September 2018
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portfolio diversification
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high frequency
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realized variance
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realized correlation
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