Flexible dynamic consitional correlation multivariate GARCH models for asset allocation

Monica Billio; Michele Gobbo; Masimiliano Caporin

Year of publication:	Nov. 2005
Other Persons:	Billio, Monica (contributor) ; Gobbo, Michele (contributor) ; Caporin, Massimiliano (contributor)
Publisher:	Venezia : Univ. degli Studi, Dipartimento di Scienze Economiche
Subject:	Portfolio-Management \| Portfolio selection \| ARCH-Modell \| ARCH model \| Korrelation \| Correlation \| Theorie \| Theory \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis

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