Cross-market index with Factor-DCC
Year of publication: |
2014
|
---|---|
Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 158-166
|
Subject: | Cross-market index | Factor-DCC | Asset management | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Index | Index number | Vermögensverwaltung | Indexberechnung | Index construction |
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