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Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autori principali:	Laura Capera Romero, Anne Opschoor
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2026
Soggetti:	Journal of Applied Econometrics
Accesso online:	Acceder al recurso
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