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1
Copula-Based Factor Models for Multivariate Asset Returns:
Eugen Ivanov
;
Aleksey Min
;
Franz Ramsauer
https://dx.doi.org/10.3390/econometrics5020020. , 2017
Link:
https://doi.org/10.3390/econometrics5020020
RT Journal T1
Copula-Based Factor Models for Multivariate Asset Returns
UL https://suche.suub.uni-bremen.de/peid=base-ftmdpi:oai:mdpi.com:_2225-1146_5_2_20_&Exemplar=1&LAN=DE A1 Eugen Ivanov A1 Aleksey Min A1 Franz Ramsauer PB Multidisciplinary Digital Publishing Institute YR 2017 K1 COPAR model K1 dynamic factor model K1 multivariate time series K1 optimal mean-variance portfolio K1 vine copula JF https://dx.doi.org/10.3390/econometrics5020020 LK http://dx.doi.org/https://doi.org/10.3390/econometrics5020020 DO https://doi.org/10.3390/econometrics5020020 SF ELIB - SuUB Bremen
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