msft1.m
Creators:
Qianqiu Liu
From the dataset abstract
We examine how the use of high-frequency data impacts the portfolio optimization decision. Prior research has documented that an estimate of realized volatility is more precise when based...
Source: On portfolio optimization: How and when do we benefit from high-frequency data? (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/30606726-21dc-4c9f-88c4-f5362704e596/resource/68a27e25-fe1a-4bfc-bf9f-a56511b3edde/download/msft1.m |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
