Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Data publikacji: 17 paź 2016

Zakres stron: 78 - 90

Otrzymano: 20 sty 2016

Przyjęty: 21 lip 2016

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

Słowa kluczowe

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.