A study on modeling the dynamics of statistically dependent returns
type: Item
instance of: scholarly article
title: A study on modeling the dynamics of statistically dependent returns
zbMATH Open document ID: 1402.91909
author: Abbas Seifi
author: Hamed Davari-Ardakani
author: Majid Aminnayeri
published in: Physica A
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6939935
zbMATH Keywords: scenario set
zbMATH Keywords: heteroskedastic time series
zbMATH Keywords: serial correlation
zbMATH Keywords: statistical dependence
zbMATH Keywords: multi-period portfolio
describes a project that uses: FinTS
MaRDI profile type: Publication
full work available at URL: j.physa.2014.02.077
OpenAlex ID: W2047361656
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DOI: 10.1016/J.PHYSA.2014.02.077
description: scientific article; zbMATH DE number 6939935