Generalized hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries
Year of publication: |
2020
|
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Authors: | Núñez-Mora, José Antonio ; Sánchez-Ruenes, Eduardo |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 8.2020, 4, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | multivariate NIG distribution | portfolio optimization | BRIC economies | stock indexes | oil prices |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs8040066 [DOI] 1742253865 [GVK] hdl:10419/257733 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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Núñez-Mora, José Antonio, (2020)
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Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan C., (2014)
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Modeling EU allowances and oil market interdependence. Implications for portfolio management
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Núñez-Mora, José Antonio, (2020)
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