Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329)
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scientific article; zbMATH DE number 5290237
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series |
scientific article; zbMATH DE number 5290237 |
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Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (English)
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18 June 2008
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copulas
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GARCH
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portfolio optimization
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0.8474745750427246
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0.8401728868484497
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0.8243215084075928
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0.8220116496086121
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0.8213642835617065
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