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zbMath1212.62029MaRDI QIDQ3570254

Snježana Pivac, Josip Arnerić, Elza Jurun

Publication date: 25 June 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

MGARCH model bivariate Student \(t\)-distribution dynamic portfolio weights estimation positive-definite covariance matrix

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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