Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA) Model and Dynamic Conditional Correlation (DCC) Model
- DOI
- 10.9734/bpi/mcscd/v8/2976
- Published
- 2024-11-23
- Container
- Not recorded
- Publisher
- BP International
- Open access
- no
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BibTeX
@article{allodium:10.9734/bpi/mcscd/v8/2976,
title = {Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA) Model and Dynamic Conditional Correlation (DCC) Model},
author = {Julio César Martínez Sánchez and David Sotres-Ramos and Martha Elva Ramírez Guzmán},
year = {2024},
doi = {10.9734/bpi/mcscd/v8/2976},
url = {https://doi.org/10.9734/bpi/mcscd/v8/2976}
}RIS
TY - JOUR TI - Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA) Model and Dynamic Conditional Correlation (DCC) Model AU - Julio César Martínez Sánchez AU - David Sotres-Ramos AU - Martha Elva Ramírez Guzmán PY - 2024 DO - 10.9734/bpi/mcscd/v8/2976 UR - https://doi.org/10.9734/bpi/mcscd/v8/2976 ER -
APA
Sánchez, J. C. M., Sotres-Ramos, D., & Guzmán, M. E. R. (2024). Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA) Model and Dynamic Conditional Correlation (DCC) Model. https://doi.org/10.9734/bpi/mcscd/v8/2976
Source records
- hal · retrieved 2026-11-10T09:23:18.055Z