scholarly journals Analysis of high-frequency data on information transmissio and optimal portfolio choice

2018 ◽  
Author(s):  
Nuria Alemany Palomo
Keyword(s):  
Portfolio Choice ◽  
High Frequency ◽  
Optimal Portfolio ◽  
High Frequency Data ◽  
Frequency Data

Using High-Frequency Data in Dynamic Portfolio Choice

2008 ◽  
Vol 27 (1-3) ◽  
pp. 163-198 ◽  
Author(s):  
Federico M. Bandi ◽  
Jeffrey R. Russell ◽  
Yinghua Zhu
Keyword(s):  
Portfolio Choice ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
Sign in / Sign up

Export Citation Format

Share Document