Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Year of publication: |
2018
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Authors: | Yusuf Jaffar ; Dewandaru, Ginanjar ; Mansur Masih |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 4/5/6, p. 1320-1336
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Subject: | MGARCH-DCC | MS | portfolio diversification | venture capital | wavelet | Risikokapital | Venture capital | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Markov-Kette | Markov chain | Aktienmarkt | Stock market |
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