Palandri, Alessandro, Dipartimento di Statistica, Informatica, Applicazioni (DiSIA) G. Parenti, Universita`degli Studi di Firenze
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50th Scientific meeting of the Italian Statistical Society - Statistics for financial risks (Contributed)
Forecasting Optimal Portfolio Weights Using High-Frequency Data
Abstract PDF
Contact: ies2017@unitelmasapienza.it