A Portfolio Index GARCH model
Manabu Asai; Michael McAleer
| Year of publication: |
2008
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|---|---|
| Authors: | Asai, Manabu ; McAleer, Michael |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 24.2008, 3, p. 449-461
|
| Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003764112