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Multivariate
Affine
GARCH
in portfolio optimization : analytical solutions and applications
Escobar, Marcos
;
Yang, Yu-Jung
;
Zagst, Rudi
- In:
The North American journal of economics and finance : a …
77
(
2025
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015374358
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