Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange

Збережено в:
Бібліографічні деталі
Дата:2016
Автори: Z. Matsuk, F. Deari, V. Lakshina
Формат: Стаття
Мова:Англійська
Опубліковано: 2016
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

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author Z. Matsuk
F. Deari
V. Lakshina
author_facet Z. Matsuk
F. Deari
V. Lakshina
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
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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
spellingShingle Economic annals-XXI
Z. Matsuk
F. Deari
V. Lakshina
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
title 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_short 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
url http://jnas.nbuv.gov.ua/article/UJRN-0000689697
work_keys_str_mv AT zmatsuk portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange
AT fdeari portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange
AT vlakshina portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange