Realized semicovariances: Empirical applications to volatility forecasting and portfolio optimization.
| Autor: | Ricco, Rafael1 rafaricco@gmail.com, Ziegelmann, Flavio A.2 flavioaz@mat.ufrgs.br |
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| Zdroj: | Brazilian Review of Finance / Revista Brasileira de Finanças. Jul-Sep2023, Vol. 21 Issue 3, p99-122. 24p. |
| Databáze: | Business Source Ultimate |
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