@data{do-highfre/2013, author = {Hautsch, Nikolaus and Kyj, Lada M. and Malec, Peter}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {do-highfrequency-data-improve-highdimensional-portfolio-allocations}, year = {2013}, version = {1}, url = {https://jda-test.zbw.eu/dataset/do-highfrequency-data-improve-highdimensional-portfolio-allocations} }