Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Autor: Tihana Škrinjarić, Boško Šego

Publikováno v: Business Systems Research, Vol 7, Iss 2, Pp 78-90 (2016)
Business Systems Research : International journal of the Society for Advancing Innovation and Research in Economy
Volume 7
Issue 2

Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c1763b293f2fd8fde81e4a598b950fa
https://doaj.org/article/72708a383d78434d8a739377eeb05838

Copper futures hedging based on Markov switching approach

Autor: Chen, Jiaxuan

Publikováno v: International Journal of Industrial and Systems Engineering; 2023, Vol. 44 Issue: 3 p316-335, 20p

Which Commodity Sectors Effectively Hedge Emerging Eastern European Stock Markets? Evidence from MGARCH Models.

Autor: Melki, Amel¹ amelmelki25@gmail.com, Ghorbel, Ahmed¹ amelmelki25@gmail.com

Publikováno v: Commodities (2813-2432). Sep2023, Vol. 2 Issue 3, p261-279. 19p.

Dynamic Connectedness among BRICS and Major Countries Stock Markets.

Autor: Panda, Pradiptarathi¹ (AUTHOR) pradipta.mfc@gmail.com, Vasudevan, Shobana² (AUTHOR) shobana.vasudevan@gmail.com, Panda, Babita³ (AUTHOR) net2bobby@gmail.com

Publikováno v: Journal of Public Affairs (14723891). Aug2021, Vol. 21 Issue 3, p1-20. 20p.

Global Financial Crisis in Effecting Asymmetrical Co-integration between Exchange Rate and Stock Indexes of South Asian Region: Application of Panel Data NARDL and ARDL Modelling Approach with Asymmetrical Granger Causility.

Autor: Sheikh, Umaid A¹ (AUTHOR) Umaidsheikh@ucp.edu.pk, Tabash, Mosab I.^1,2 (AUTHOR) mosab.tabash@aau.ac.ae, Asad, Muzaffar^1,3 (AUTHOR) masad@uob.edu.bh, McMillan, David⁴ (AUTHOR)

Publikováno v: Cogent Business & Management. Jan2020, Vol. 7 Issue 1, p1-17. 17p.