Stenšin, Andrej; Bloznelis, Daumantas - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-20
How can investors unlock the returns on the electric vehicle industry? Available investment choices range from individual stocks to exchange traded funds. We select six representative assets and characterize the time-varying joint distribution of their returns by copula-GARCH models. They...