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type_genre:"Accompanied by computer file"
~subject:"Portfolio selection"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied quantitative finance
1
Artificial intelligence and machine learning-powered smart finance
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
China's rise and internationalization : regional and global challenges and impacts
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary issues in business economics and finance
1
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1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Fintech, pandemic, and the financial system : challenges and opportunities
1
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
1
Methods and applications in natural resources management
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Nonlinear modeling of economic and financial time-series
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Operations research models in banking management
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Operations research proceedings 2000 : selected papers of the Symposium on Operations Research (OR 2000) ; Dresden, September 9 - 12, 2000
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Quantitative financial risk management
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1
Robustness in econometrics
1
Stock market volatility
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The definitive guide to CDOs : market, application, valuation and hedging
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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1
Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
2
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
3
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
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4
Can "active portfolio weight change" of institutional investor make the stock market stable?
Wang, Zhaohui
;
Zhang, Xiangqun
;
Li, Hongya
- In:
China's rise and internationalization : regional and …
,
(pp. 251-264)
.
2020
Persistent link: https://www.econbiz.de/10012224035
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5
Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
Saved in:
6
On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
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7
Hedging asymmetric dependence
Hatherley, Anthony
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 110-132)
.
2018
Persistent link: https://www.econbiz.de/10011978506
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8
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
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9
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
Lu, Xun Fa
;
Lai, Kin Keung
;
Liang, Liang
- In:
Methods and applications in natural resources management
,
(pp. 333-357)
.
2014
Persistent link: https://www.econbiz.de/10010391496
Saved in:
10
Optimal and coherent economic-capital structures : evidence from long and short-sales trading positions under illiquid market perspectives
Janabi, Mazin A. M. al
- In:
Operations research models in banking management
,
(pp. 109-139)
.
2013
Persistent link: https://www.econbiz.de/10009739302
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