@data{jae.2022321.0717621058,
author = {Hautsch, Nikolaus and Kyj, Lada M. and Malec, Peter},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {do-highfrequency-data-improve-highdimensional-portfolio-allocations},
year = {2015},
version = {1},
url = {https://journaldata.zbw.eu/dataset/do-highfrequency-data-improve-highdimensional-portfolio-allocations},
doi = "10.15456/jae.2022321.0717621058" 
}