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Portfolio selection based on volatility forecasting: DCC MGARCH (1,1) prediction with monthly and weekly portfolio rebalancing
Örebro University, Örebro University School of Business.
Örebro University, Örebro University School of Business.
2017 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2017. , 31 p.
National Category
Economics
Identifiers
URN: urn:nbn:se:oru:diva-61058OAI: oai:DiVA.org:oru-61058DiVA: diva2:1141668
Subject / course
Nationalekonomi
Supervisors
Examiners
Available from: 2017-09-15 Created: 2017-09-15 Last updated: 2017-09-15Bibliographically approved

Open Access in DiVA

fulltext(1974 kB)4 downloads
File information
File name FULLTEXT01.pdfFile size 1974 kBChecksum SHA-512
7cbf980204acbbd551f71b032a4cdfdc0ae7489d0c70c235fc5abb889621d2d5768d069674ab4e0e84671fcb5d368df296bdc1efa18e395c947f0e0a34893d09
Type fulltextMimetype application/pdf

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Örebro University School of Business
Economics

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf