Portfolio optimization based on GARCH-EVT-Copula...

International Journal of Forecasting 2018 / 07 Vol. 34; Iss. 3

Portfolio optimization based on GARCH-EVT-Copula forecasting models

Sahamkhadam, Maziar, Stephan, Andreas, Östermark, Ralf
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Volume:
34
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2018.02.004
Date:
July, 2018
File:
PDF, 593 KB
english, 2018
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