Volatility modeling and dependence structure of ESG and conventional investments
Year of publication: |
2022
|
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Authors: | Górka, Joanna ; Kuziak, Katarzyna |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 1, Art.-No. 20, p. 1-25
|
Subject: | ESG | risk management | volatility | GARCH | copula | tail dependence | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Welt | World |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10010020 [DOI] hdl:10419/258331 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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