Student-tdistribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management
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Student-tdistribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management
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article
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wetenschappelijk artikel
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наукова стаття, опублікована в липні 2008
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name
Student-tdistribution based VA ...... onal portfolio risk management
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Student-tdistribution based VA ...... onal portfolio risk management
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Student-tdistribution based VA ...... onal portfolio risk management
@en
Student-tdistribution based VA ...... onal portfolio risk management
@nl
prefLabel
Student-tdistribution based VA ...... onal portfolio risk management
@en
Student-tdistribution based VA ...... onal portfolio risk management
@nl
P2860
P1433
P1476
Student-tdistribution based VA ...... onal portfolio risk management
@en
P2093
Yuan-Hung Hsu Ku
P2860
P304
P356
10.1080/00036840600892894
P577
2008-07-01T00:00:00Z