Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
- Authors
- A K Patton
- C Kirby
- D Noureldin
- E F K R Fama
- E Ghysels
- F Bandi
- F Corsi
- G Connor
- G P Aielli
- G Zumbach
- H Markowitz
- J Fan
- J Fan
- J Fan
- J Fleming
- J P Morgan/Reuters
- J S Bai
- J Stein
- K D West
- K M Abadir
- K Sheppard
- L Bauwens
- L Chan
- L Laloux
- L Laloux
- Lada M. Kyj
- M Dacorogna
- M De Pooter
- M M Caporin
- N Hautsch
- Nikolaus Hautsch
- O Barndorff-Nielsen
- O M Ledoit
- O N Barndorff-Nielsen
- P R A Hansen
- P R Hansen
- Peter Malec
- Q Liu
- R C A Oomen
- R C Merton
- R Chiriac
- R F Engle
- R F Engle
- R F J Engle
- R F K Engle
- R O Michaud
- R T Jagannathan
- S Laurent
- T Bollerslev
- T Epps
- T G Andersen
- T G Andersen
- T G Andersen
- V Demiguel
- V Tola
- V Voev
- W Sharpe
- Y J Wang
- Publication date
- 1 January 2013
- Publisher
- 'Elsevier BV'
- Doi