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

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

Saved in:
Bibliographic Details
Date:2016
Main Authors: Z. Matsuk, F. Deari, V. Lakshina
Format: Article
Language:English
Published: 2016
Series:Economic annals-XXI
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000689697
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-51569
record_format dspace
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 2025-07-17T22:45:25Z
last_indexed 2025-07-17T22:45:25Z
_version_ 1850416624645963776

Similar Items