Portfolio analysis of intraday covariance matrix in the Greek equity market
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DOI: 10.1016/j.ribaf.2012.06.003
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Cited by:
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- Prateek Sharma & Swati Sharma, 2015. "Forecasting gains of robust realized variance estimators: evidence from European stock markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 61-69.
- Sharma, Prateek & Vipul,, 2015. "Performance of risk-based portfolios under different market conditions: Evidence from India," Research in International Business and Finance, Elsevier, vol. 34(C), pages 397-411.
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Keywords
Portfolio analysis; Covariance; Volatility timing; Realized volatility; Greece;All these keywords.
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