Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Publié en ligne: 17 oct. 2016

Pages: 78 - 90

Reçu: 20 janv. 2016

Accepté: 21 juil. 2016

DOI: https://doi.org/10.1515/bsrj-2016-0014

Mots clés

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.