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~person:"Alles, Lakshman"
~person:"Asai, Manabu"
~subject:"Portfolio-Management"
~type:"article"
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Alles, Lakshman
Asai, Manabu
McAleer, Michael
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International journal of forecasting
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ECONIS (ZBW)
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A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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Riding the yield curve : an analysis of international evidence
Ang, Sharon
;
Alles, Lakshman
;
Allen, Dave
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001364568
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