Portfolio Diversification Strategy Via Tail-Dependence Clustering and ARMA-GARCH Vine Copula Approach
Ji, Hao, Wang, Hao, Liseo, BruneroLangue:
english
Journal:
Australian Economic Papers
DOI:
10.1111/1467-8454.12126
Date:
July, 2018
Fichier:
PDF, 259 KB
english, 2018