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Business Systems Research Journal
Volume 7 (2016): Issue 2 (September 2016)
Open Access
Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach
Tihana Škrinjarić
Tihana Škrinjarić
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Škrinjarić, Tihana
and
Boško Šego
Boško Šego
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Šego, Boško
Oct 17, 2016
Business Systems Research Journal
Volume 7 (2016): Issue 2 (September 2016)
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Published Online:
Oct 17, 2016
Page range:
78 - 90
Received:
Jan 20, 2016
Accepted:
Jul 21, 2016
DOI:
https://doi.org/10.1515/bsrj-2016-0014
Keywords
Zagreb Stock Exchange
,
DCC and CCC GARCH
,
risk hedging
,
volatility
© 2016 Tihana Škrinjarić et al., published by De Gruyter Open
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
