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Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach Cover

Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Business Systems Research Journal
Volume 7 (2016): Issue 2 (September 2016)
By:  and    
Open Access
|Oct 2016
Authors

Authors

Tihana Škrinjarić

tskrinjaric@efzg.hr

Boško Šego

bsego@efzg.hr

DOI: https://doi.org/10.1515/bsrj-2016-0014 | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344
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Language: English
Page range: 78 - 90
Submitted on: Jan 20, 2016
Accepted on: Jul 21, 2016
Published on: Oct 17, 2016
Published by: IRENET - Society for Advancing Innovation and Research in Economy
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Zagreb Stock Exchange,
DCC and CCC GARCH,
risk hedging,
volatility
Related subjects:
Business and economics,
Business management,
Management, organization, corporate governance,
Business management, other,
Mathematics and statistics for economists,
Mathematics

© 2016 Tihana Škrinjarić, Boško Šego, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 7 (2016): Issue 2 (September 2016)
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