Index tracking strategy based on mixed-frequency financial data

• Xiangyu Cui ,

  Roles Conceptualization, Formal analysis, Funding acquisition, Methodology, Validation, Writing – original draft, Writing – review & editing

  * E-mail: cui.xiangyu@mail.shufe.edu.cn

  Affiliations School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China, Shanghai Institute of International Finance and Economics, Shanghai University of Finance and Economics, Shanghai, China

  https://orcid.org/0000-0003-1749-4513

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• Xuan Zhang

  Roles Formal analysis, Funding acquisition, Methodology, Writing – original draft, Writing – review & editing

  Affiliation School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China

  https://orcid.org/0000-0001-5734-8559

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