Open AccessApplications of М-GARCH Model for the Selection of Securities of Banks’ Investment Portfolio
Author(s) -
Eleftherios Thalassinos,
Bozhana Venediktova,
Vicky Zampeta
Publication year - 2015
Publication title -
applied economics and finance
Language(s) - English
Resource type - Journals
eISSN - 2332-7308
pISSN - 2332-7294
DOI - 10.11114/aef.v2i2.711
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , portfolio , volatility (finance) , economics , portfolio optimization , stock market index , heteroscedasticity , index (typography) , financial economics , stock market , computer science , geography , world wide web , context (archaeology) , archaeology
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