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Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Laura Capera Romero
,
Anne Opschoor
Format:
Artículo Open Access
Published:
Wiley
2026
Subjects:
Journal of Applied Econometrics
Online Access:
Acceder al recurso
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