| ID | 354485 |
| Title Proper | How can long memory in volatility be eliminated in portfolio optimization: An empirical evidence using Copulas |
| Language | ENG |
| Author | Mansour (Faysali) ; Mzoughi (Hela) |
| `In' analytical Note | Indian Journal of Quantitative Economics 11(1&2) Jan-Jul 2013pp1-14 |
| Journal Source | Indian Journal of Quantitative Economics 11(1&2) Jan-Jul 2013pp1-14 |
| Classification Number | X:B28 |
| Key Words | GARCH ; Volatility ; Persistence ; Long memory process ; Copulas ; Measures of dependence ; Autocorrelations |