Media type: E-Article Title: Realized semicovariances : empirical applications to volatility forecasting and portfolio optimization Contributor: Ricco, Rafael [Author]; Ziegelmann, Flávio A. [Author] Published: 2023 Published in: Revista Brasileira de Finanças ; 21(2023), 3 vom: Juli/Sept., Seite 99-122 Language: English DOI: 10.12660/rbfin.v21n3.2023.85622 Identifier: Keywords: Economic performance ; High-frequency data ; LASSO ; Markov switching ; Portfolio optimization ; Realized semicovariances ; Volatility forecasting ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access