@misc{HautschKyjMalec2011,
  author    = {Nikolaus Hautsch and Lada M. Kyj and Peter Malec},
  title     = {The merit of high-frequency data in portfolio allocation},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2011,24},
  number    = {Version September 2011},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2011, 24},
  type      = {workingpaper},
  pages     = {46},
  year        = {2011},
}