SPXTickL.txt
Creators:
Nikolaus Hautsch
;
Lada M. Kyj
;
Peter Malec
From the dataset abstract
This paper addresses the debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We construct global minimum variance portfolios based on the...
Source: Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/5774dcdd-e054-4c0b-b50a-292b8c81d8f4/resource/e4558c8b-2df2-4706-86c3-9d2acdf75e98/download/spxtickl.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
