Dynamic autocorrelation and international portfolio allocation
Year of publication: |
2017
|
---|---|
Authors: | Kinnunen, Jyri ; Martikainen, Minna |
Subject: | autocorrelation | volatility | portfolio | international | emerging markets | Volatilität | Volatility | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Autokorrelation | Autocorrelation | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Welt | World | Kapitalmobilität | Capital mobility |
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