Extracting portfolio management strategies from volatility...

Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets

Khalifa, Ahmed A.A., Hammoudeh, Shawkat, Otranto, Edoardo
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Volume:
41
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.05.027
Date:
August, 2014
File:
PDF, 547 KB
english, 2014
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