Dynamic commodity portfolio management : a regime-switching VAR model
Shelly Singhal, Pratap Chandra Biswal
| Year of publication: |
2021
|
|---|---|
| Authors: | Singhal, Shelly ; Biswal, Pratap Chandra |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 22.2021, 2, p. 532-549
|
| Subject: | Commodity market | Markov regime-switching model | portfolio management | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Theorie | Theory | Rohstoffmarkt | VAR-Modell | VAR model | Rohstoffderivat | Commodity derivative | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150918811705 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012520247