Evaluation of multivariate GARCH models in an optimal asset allocation framework
Abdul Aziz, Nor Syahilla, Vrontos, Spyridon, M. Hasim, HaslifahLangue:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2018.06.012
Date:
July, 2018
Fichier:
PDF, 670 KB
english, 2018