Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes (Q2839850)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes |
scientific article; zbMATH DE number 6187916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes |
scientific article; zbMATH DE number 6187916 |
Statements
12 July 2013
0 references
Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes (English)
0 references
0.784946858882904
0 references
0.731837272644043
0 references