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The economic relevance of multivariate GARCH models: CCC, DCC, VCC MGARCH(1,1) covariance predictions for the use in global minimum variance portfolios.
Örebro University, Örebro University School of Business.
2018 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2018. , p. 28
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-67989OAI: oai:DiVA.org:oru-67989DiVA, id: diva2:1233506
Subject / course
Statistik
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Available from: 2018-07-18 Created: 2018-07-18 Last updated: 2018-07-18Bibliographically approved

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fulltext(836 kB)5 downloads
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e01d9552312e0bc45a5ca738b02e2c5d2bcdb0d69f2768d972efe9347f1d8761847bc9a0c3b3cd29ae2f6f1b7aec9a50cd0fae6c20abc1bf9777af9fd138fe34
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Örebro University School of Business
Probability Theory and Statistics

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CiteExportLink to record
Permanent link

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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
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  • Other locale
More languages
Output format
  • html
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