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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~person:"Hsu Ku, Yuan-Hung"
~person:"Kim, Hee-Soo"
~subject:"Korrelation"
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Hsu Ku, Yuan-Hung
Kim, Hee-Soo
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Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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