Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios
Year of publication: |
2020
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Authors: | Demirel, Mustafa ; Unal, Gazanfer |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 6.2020, 50, p. 1-29
|
Subject: | Theorie | Theory | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Rentenmarkt | Bond market |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00203-3 [DOI] hdl:10419/237231 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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