Portfolio optimization of energy commodity futures returns with minimum information copula (Q5120637)
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scientific article; zbMATH DE number 7247667
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| English | Portfolio optimization of energy commodity futures returns with minimum information copula |
scientific article; zbMATH DE number 7247667 |
Statements
15 September 2020
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energy commodity futures return
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EGARCH
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minimum information
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0.7953820824623108
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0.7560901641845703
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0.7419942617416382
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0.7414745092391968
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0.715696394443512
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