Application of BEKK Multivariate GARCH Model at Portfolio
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === The purpose of this article is to discuss the different weighted investment in international investment portfolio allocation. Due to equal weighted investment portfolio is the first assumption in risk forecasting in ordinary investment portfolio model research, h...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81322176859138906337 |