Portfolio selection using the principal components Garch model
Katja Specht and Wolfgang Gohout
| Year of publication: |
2003
|
|---|---|
| Authors: | Specht, Katja ; Gohout, Wolfgang |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 17.2003, 4, p. 450-458
|
| Subject: | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| 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/10001999815