A comparison of cointegration and copula asset allocation approaches
Y. S. Stander, D. J. Marais and I. Botha
| Year of publication: |
2013
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|---|---|
| Authors: | Stander, Y. S. ; Marais, Daniël J. ; Botha, I. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 37.2013, 1, p. 1-28
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| Subject: | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010248325