Work

A copula–GARCH model for macro asset allocation of a portfolio with commodities

Year: 2012

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-012-0577-1

Author: Luca Riccetti

Institution: Marche Polytechnic University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W273715140

FWCI: 5.317

Cites: 57

Cited by: 26

Related to: 10