A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection.
In: North American Journal of Economics & Finance, Jg. 51 (2020), S. N.PAG
academicJournal
Zugriff:
Titel: |
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection.
|
---|---|
Autor/in / Beteiligte Person: | Jiang, Cuixia ; Ding, Xiaoyi ; Xu, Qifa ; Tong, Yongbo |
Link: | |
Zeitschrift: | North American Journal of Economics & Finance, Jg. 51 (2020), S. N.PAG |
Veröffentlichung: | 2020 |
Medientyp: | academicJournal |
ISSN: | 1062-9408 (print) |
DOI: | 10.1016/j.najef.2019.101074 |
Sonstiges: |
|