The economic relevance of multivariate GARCH models : CCC, DCC, VCC MGARCH(1,1) covariance predictions for the use in global minimum variance portfolios.
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Format: | Others |
Language: | English |
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Örebro universitet, Handelshögskolan vid Örebro Universitet
2018
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-67989 |