Long memory conditional volatility and asset allocation
Richard D. F. Harris; Anh Nguyen
| Year of publication: |
2013
|
|---|---|
| Authors: | Harris, Richard D. F. ; Nguyen, Anh |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 2, p. 258-273
|
| Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| 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/10009743418