A copula–GARCH model for macro asset allocation of a portfolio with commodities
| Year of publication: |
2013
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|---|---|
| Authors: | Riccetti, Luca |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 44.2013, 3, p. 1315-1336
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