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The economic relevance of multivariate GARCH models : CCC, DCC, VCC MGARCH(1,1) covariance predictions for the use in global minimum variance portfolios.

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-67989

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:oru-67989
Date	January 2018
Creators	Lönnquist, Anders
Publisher	Örebro universitet, Handelshögskolan vid Örebro Universitet
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, info:eu-repo/semantics/bachelorThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess