Portfolio Risk Estimation via ARMA-GARCH Kapula Approach


YILDIRIM E., CENGİZ M. A.

2nd International Conference on Data Science and Applications, Balıkesir, Turkey, 3 - 06 October 2019, (Summary Text)

  • Publication Type: Conference Paper / Summary Text
  • City: Balıkesir
  • Country: Turkey
  • Ankara Haci Bayram Veli University Affiliated: No