✦ LIBER ✦
Noise sensitivity of portfolio selection in constant conditional correlation GARCH models
✍ Scribed by I. Varga-Haszonits; I. Kondor
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 244 KB
- Volume
- 385
- Category
- Article
- ISSN
- 0378-4371
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