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Enhancing high-dimensional
dynamic
conditional
angular
correlation
model based on GARCH family models : comparative performance analysis for portfolio optimization
Sun, Zhangshuang
;
Gao, Xuerui
;
Luo, Kangyang
;
Bai, Yanqin
; …
- In:
Finance research letters
75
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015407281
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