Multivariate GARCH models and the Black-Litterman approach.pdf

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文件名称：Multivariate GARCH models and the Black-Litterman approach.pdf

文件大小：638KB

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更新时间：2023-10-30 02:39:35

GARCH

Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis