Portfolio Diversification Strategy Via Tail-Dependence Clustering and ARMA-GARCH Vine Copula Approach
| Year of publication: |
2018
|
|---|---|
| Authors: | Ji, Hao ; Wang, Hao ; Liseo, Brunero |
| Published in: |
Australian Economic Papers. - Wiley, ISSN 0004-900X, ZDB-ID 2006503-6. - Vol. 57.2018, 3 (25.07.), p. 265-283
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/1467-8454.12126 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012085414