author = { de Pooter, Michiel AND Martens, Martin AND van Dijk, Dick },

title = { Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? },

publisher = {Tinbergen Institute},

keywords = { realized volatility , G11 , volatility timing , tracking error , high-frequency data , mean-variance analysis },

year = {2005},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }