Language : English
蒋翠侠

Paper Publications

A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection

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Journal:North American Journal of Economics and Finance

Co-author:Ding Xiaoyi,Xu Qifa,Tong Yongbo

First Author:Jiang Cuixia

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:51

Page Number:101074

Translation or Not:no

Date of Publication:2020-01-31

Included Journals:SSCI