Author:
Sun Xiaolei,Li Jianping,Tang Ling,Wu Dengsheng
Funder
National Science Foundation of China
Prize of President Scholarship of the Chinese Academy of Sciences (CAS)
Youth Innovation Promotion Association, CAS
Subject
Economics and Econometrics
Reference43 articles.
1. A portfolio index GARCH model;Asai;International Journal of Forecasting,2008
2. Applying portfolio theory to EU electricity planning and policy-making;Awerbuch,2003
3. Multivariate GARCH models: a survey;Bauwens;Journal of Applied Econometrics,2006
4. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances;Bollerslev;Econometric Review,1992
5. Country Risk Assessment: A guide to Global Investment Strategy;Bouchet,2003
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献