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scientific article; zbMATH DE number 1859305
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1859305 |
Statements
27 January 2003
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multivariate ARCH in mean models
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global minimum variance portfolio
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portfolio
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portfolio weights
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forecasts
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Bayesian approach
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0.8487589359283447
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0.8163191676139832
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0.813387930393219
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0.7879786491394043
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0.7857944369316101
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