Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

Applied Financial Economics Letters

Volumn 2, Issue 2, 2006, Pages 123-130

  Billio, Monica ^a,b   Caporin, Massimiliano ^c   Gobbo, Michele ^d  

^a CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^b School for Advanced Studies   (Italy)

^c UNIVERSITY OF PADOVA   (Italy)

^d GRETA Associati   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33744969344     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540500428843     Document Type: Article

References (17)

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