Does the COVID-19 pandemic affect the asset allocation performance? Evidence from a composite asset selection approach
Abstract This study utilizes version 6 of the regression analysis of time series (RATS) software package to implement the estimation of the bivariate diagonal generalized autoregressive conditional heteroscedasticity (GARCH) model combined with a composite asset selection approach including two hybr...
| Published in: | Humanities & Social Sciences Communications |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2025-08-01
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| Online Access: | https://doi.org/10.1057/s41599-025-05258-0 |