Portfolio risk analysis using GARCH model

MaRDI QIDQ3178014zbMATH OpenFDO

Authors Brindusa Covaci, Iulian Panait

Publication date 8 July 2016

zbMATH Keywords

financial seriesGARCH modelportofolio risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Portfolio theory (91G10)

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• Time series analysis to forecast temperature change
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