Brito, Rui Pedro, Helder Sebastião, and Pedro Godinho. “On the Gains of Using High Frequency Data in Portfolio Selection”. Scientific Annals of Economics and Business 65, no. 4 (December 15, 2018): 365–383. Accessed October 2, 2023. http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1102.