Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Pubblicato online: 17 ott 2016

Pagine: 78 - 90

Ricevuto: 20 gen 2016

Accettato: 21 lug 2016

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

Parole chiave

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.