SPXLiquIndx.txt
Creators:
Nikolaus Hautsch
;
Lada M. Kyj
;
Peter Malec
From the dataset abstract
This paper addresses the debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We construct global minimum variance portfolios based on the...
Source: Do High-Frequency Data Improve High-Dimensional Portfolio Allocations? (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/ba0a3827-1de6-413a-88f1-4bd441f39d2b/resource/c96b576f-20ea-475f-8a09-afb3176fc988/download/spxliquindx.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
