Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar, Ginanjar Dewandaru, and Mansur Masih
| Year of publication: |
2018
|
|---|---|
| Authors: | Yusuf Jaffar ; Dewandaru, Ginanjar ; Mansur Masih |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 4/5/6, p. 1320-1336
|
| Subject: | MGARCH-DCC | MS | portfolio diversification | venture capital | wavelet | Risikokapital | Venture capital | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Markov-Kette | Markov chain | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1277420 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012123592