Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

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.