Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - In: Computational economics 61 (2023) 1, pp. 197-231
seven portfolio structures and evaluate them through a comparison with the conventional DCC-GARCH method and the most best … the DCC-GARCH and the wavelet methods. In fact, the optimal gold-stock composition depends on the spectral density of each …