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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Global finance journal"
~person:"Lee, Hsiang-Tai"
~subject:"ARCH model"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
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