| Autor: |
Škrinjarić Tihana, Šego Boško |
| Jazyk: |
angličtina |
| Rok vydání: |
2016 |
| Předmět: |
|
| Zdroj: |
Business Systems Research, Vol 7, Iss 2, Pp 78-90 (2016) |
| Druh dokumentu: |
article |
| ISSN: |
1847-9375 |
| DOI: |
10.1515/bsrj-2016-0014 |
| Popis: |
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 methodology (Multivariate Generalized Autoregressive Conditional Heteroskedasticity) makes it possible to model changing risks and return dynamics on financial markets on a daily basis. The results could be used in order to enhance portfolio formation and restructuring over time. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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