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~isPartOf:"Journal of banking & finance"
~person:"Diebold, Francis X."
~person:"Koopman, Siem Jan"
~person:"Paolella, Marc S."
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A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
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