Student-t distribution based VAR-MGARCH: An application of the DCC model on international portfolio risk management

Applied Economics

Volumn 40, Issue 13, 2008, Pages 1685-1697

  Ku, Yuan Hung Hsu ^a  

^a NATIONAL KAOHSIUNG UNIVERSITY OF APPLIED SCIENCES   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; CURRENCY MARKET; FINANCIAL MARKET; MODELING; MULTIVARIATE ANALYSIS;

EID: 47649130084     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840600892894     Document Type: Article

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