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  • Search: subject:"multivariate NIG distribution"
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Year of publication
Subject
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BRIC economies 2 multivariate NIG distribution 2 oil prices 2 portfolio optimization 2 stock indexes 2 Aktienindex 1 Aktienmarkt 1 BRICS countries 1 BRICS-Staaten 1 Oil price 1 Portfolio selection 1 Portfolio-Management 1 Statistical distribution 1 Statistische Verteilung 1 Stock index 1 Stock market 1 Ölpreis 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Núñez-Mora, José Antonio 2 Sánchez-Ruenes, Eduardo 2
Published in...
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International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Generalized hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries
Núñez-Mora, José Antonio; Sánchez-Ruenes, Eduardo - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-14
Oil, also called black gold, is considered as the commodity which has the greatest impact on the world's economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation, trade balance, exchange rate and some...
Persistent link: https://www.econbiz.de/10013200313
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Cover Image
Generalized hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries
Núñez-Mora, José Antonio; Sánchez-Ruenes, Eduardo - In: International Journal of Financial Studies : open … 8 (2020) 4/66, pp. 1-14
Oil, also called black gold, is considered as the commodity which has the greatest impact on the world's economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation, trade balance, exchange rate and some...
Persistent link: https://www.econbiz.de/10012321133
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