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~subject:"multivariate GARCH model"
~subject:"Multivariate GARCH models"
~person:"Kang, Sang Hoon"
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multivariate GARCH model
Multivariate GARCH models
ARCH model
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ARCH-Modell
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Portfolio selection
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Kang, Sang Hoon
Lanza, Alessandro
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Manera, Matteo
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Tsay, Ruey S.
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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