Flexible dynamic conditional correlation multivariate GARCH models for asset allocation
Monica Billio, Massimiliano Caporin and Michele Gobbo
| Year of publication: |
2006
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|---|---|
| Authors: | Billio, Monica ; Caporin, Massimiliano ; Gobbo, Michele |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 2, p. 123-130
|
| Subject: | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003302525