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LONG MEMORY PROCESS
(1)
answer(s).
Srl
Item
1
ID:
354485
How can long memory in volatility be eliminated in portfolio optimization: An empirical evidence using Copulas
/ Mzoughi (Hela); Mansour (Faysali)
Mansour (Faysali)
Journal Article
0 Rating(s) & 0 Review(s)
Key Words
GARCH
;
Volatility
;
Persistence
;
Long memory process
;
Copulas
;
Measures of dependence
;
Autocorrelations
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