Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
Збережено в:
| Дата: | 2016 |
|---|---|
| Автори: | , , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
2016
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| Назва видання: | Economic annals-XXI |
| Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0000689697 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Репозитарії
Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-51569 |
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| record_format |
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| spelling |
open-sciencenbuvgovua-515692024-02-29T13:01:51Z Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange Z. Matsuk F. Deari V. Lakshina 1728-6220 2016 en Economic annals-XXI http://jnas.nbuv.gov.ua/article/UJRN-0000689697 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Economic annals-XXI |
| spellingShingle |
Economic annals-XXI Z. Matsuk F. Deari V. Lakshina Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| format |
Article |
| author |
Z. Matsuk F. Deari V. Lakshina |
| author_facet |
Z. Matsuk F. Deari V. Lakshina |
| author_sort |
Z. Matsuk |
| title |
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_short |
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_full |
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_fullStr |
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_full_unstemmed |
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_sort |
portfolio optimization using the go-garch model: evidence from ukrainian stock exchange |
| publishDate |
2016 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0000689697 |
| work_keys_str_mv |
AT zmatsuk portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange AT fdeari portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange AT vlakshina portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange |
| first_indexed |
2024-03-30T10:13:36Z |
| last_indexed |
2024-03-30T10:13:36Z |
| _version_ |
1796882654430232576 |