Dynamics among global asset portfolios
Year of publication: |
2020
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Authors: | Bratis, Theodoros ; Laopodis, Nikiforos ; Kouretas, Georgios P. |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 18, p. 1876-1899
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Subject: | Asset portfolios | DCC GARCH | financial crisis | VAR | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Welt | World | Finanzmarkt | Financial market | Risikomaß | Risk measure | Portfolio-Investition | Foreign portfolio investment | Kapitalanlage | Financial investment |
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