Student-t distribution based VAR-MGARCH : an application of the DCC model on international portfolio risk management
Yuan-Hung Hsu Ku
| Year of publication: |
2008
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|---|---|
| Authors: | Ku, Yuan-Hung Hsu |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 40.2008, 13/15, p. 1685-1697
|
| Subject: | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003743366