Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231)
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scientific article; zbMATH DE number 7863056
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| English | Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets |
scientific article; zbMATH DE number 7863056 |
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Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (English)
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11 June 2024
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dynamic conditional score (DCS) models
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generalized autoregressive score (GAS) models
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score-driven copulas
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equity-gold portfolios
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model confidence set (MCS)
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