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dc.contributor.authorShiohama, Takayuki
dc.contributor.authorHallin, Marc
dc.contributor.authorTaniguchi, Masanobu
dc.contributor.authorVeredas, David
dc.date.accessioned2017-12-02T14:53:18Z
dc.date.available2017-12-02T14:53:18Z
dc.date.issued2010
dc.identifier.urihttp://hdl.handle.net/20.500.12127/5240
dc.language.isoen
dc.subjectAccounting & Finance
dc.titleDynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models
dc.identifier.journalJournal of the Japanese Statistical Society
dc.source.volume40
dc.source.beginpage145
dc.source.endpage166
vlerick.knowledgedomainAccounting & Finance
vlerick.typearticleJournal article
dc.identifier.vperid192295
dc.identifier.vperid192407
dc.identifier.vperid192334
dc.identifier.vperid181874
dc.identifier.vpubid6489


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