//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Sang Phu Nguyen"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
ARCH model
1
ARCH-Modell
1
ASEAN countries
1
ASEAN-Staaten
1
Aktienindex
1
Bitcoin
1
Blockchain
1
CVaR
1
Capital income
1
Copulas models
1
Cryptocurrencies
1
EVT
1
Financial innovation
1
Financial product
1
Finanzprodukt
1
Forecasting
1
Forecasting model
1
GARCH models
1
GJR
1
Google search values
1
Kapitaleinkommen
1
Mathematical programming
1
Multivariate Verteilung
1
Multivariate distribution
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Search engine
1
Stock index
1
Suchmaschine
1
Theorie
1
Theory
1
Virtual currency
1
Virtuelle Währung
1
Volatility
1
Volatilität
1
portfolio optimization
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Sang Phu Nguyen
1
Toan Luu Duc Huynh
1
Published in...
All
Quantitative finance and economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->