@article {4949,
	title = {Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM\&FBovespa Data},
	journal = {Brazilian Review of Econometrics},
	volume = {35},
	year = {2015},
	pages = {23-46},
	author = {B.K. Borges and J. F. Caldeira and F. A. Ziegelmann}
}
