scientific article; zbMATH DE number 7242373

zbMATH Open1447.62101MaRDI QIDQ5119788

Shih-Feng Huang, Hsiang-Ling Hsu

Publication date: 1 September 2020

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v18-n1-7.pdf

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zbMATH Keywords

time seriesportfolio selection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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