المؤلفون: Фокина, Екатерина Константиновна

المساهمون: Крицкий, Олег Леонидович

مصطلحات موضوعية: паевые инвестиционные фонды, инвестиционный портфель, модель Бенати - Рицци, модель Марковица, модель DCC GARCH (Dynamic Conditional Correlation), mutual funds, investment portfolio, the Benati - Rizzi model, the Markowitz model, DCC GARCH (Dynamic Conditional Correlation), 01.04.02, 336.7114:330.14:517.977

وصف الملف: application/pdf

العلاقة: Фокина Е. К. Формирование и управление портфелем паевых инвестиционных фондов различных управляющих компаний // Constructing and management of a portfolio of mutual funds of various capital management companies : магистерская диссертация / Е. К. Фокина; Национальный исследовательский Томский политехнический университет (ТПУ), Инженерная школа ядерных технологий (ИЯТШ), Отделение экспериментальной физики (ОЭФ); науч. рук. О. Л. Крицкий. — Томск, 2021.; http://earchive.tpu.ru/handle/11683/66532Test

الإتاحة: http://earchive.tpu.ru/handle/11683/66532Test

المؤلفون: Frauendorfer, Karl, Paraschiv, Florentina, Aepli, Matthias D., Füss, Roland

مصطلحات موضوعية: Multivariate dynamic copulas, regime-switching copulas, dynamic conditional correlation (DCC) model, forecast performance, tail dependence, stat, eco

العلاقة: https://www.alexandria.unisg.ch/handle/20.500.14171/107089Test

الإتاحة: https://doi.org/20.500.14171/107089Test
https://www.alexandria.unisg.ch/handle/20.500.14171/107089Test
https://hdl.handle.net/20.500.14171/107089Test

المؤلفون: Morana, Claudio, Sbrana, Giacomo

مصطلحات موضوعية: ddc:330, G11, G23, C32, Cat Bonds, Risk Premia/Multiples, Temperature Anomalies, Global Warming, Radiative Forcing, ENSO, El Niño, Atlantic Hurricanes, Dynamic Conditional Correlation Model

العلاقة: Series: Working Paper; No. 001.2018; gbv-ppn:1014571367; http://hdl.handle.net/10419/177253Test; RePEc:fem:femwpa:2018.01

الإتاحة: http://hdl.handle.net/10419/177253Test

المؤلفون: Morana, Claudio, Sbrana, Giacomo

مصطلحات موضوعية: ddc:330, C32, Temperature Anomaly, Global Warming, Warming Hiatus, Radiative Forcing, ENSO, El Niño, Conditional Heteroskedasticity, Semiparametric Dynamic Conditional Correlation Model

العلاقة: Series: Nota di Lavoro; No. 9.2017; gbv-ppn:881463728; http://hdl.handle.net/10419/162251Test; RePEc:fem:femwpa:2017.09

الإتاحة: http://hdl.handle.net/10419/162251Test

المؤلفون: mcAleer, Michael

مصطلحات موضوعية: ddc:330, C22, C52, C58, G32, Dynamic conditional correlation, dynamic conditional covariance, vector random coefficient moving average, stationarity, invertibility, asymptotic properties

العلاقة: Series: Tinbergen Institute Discussion Paper; No. 17-082/III; gbv-ppn:897243668; http://hdl.handle.net/10419/177650Test; RePEc:tin:wpaper:20170082

الإتاحة: http://hdl.handle.net/10419/177650Test

المؤلفون: McAleer, M.J. (Michael)

مصطلحات موضوعية: Dynamic conditional correlation, dynamic conditional covariance, vector random coefficient moving average, stationarity, invertibility, asymptotic properties

وصف الملف: application/pdf

العلاقة: http://repub.eur.nl/pub/101761Test; urn:hdl:1765/101761

الإتاحة: http://repub.eur.nl/pub/101761Test

المؤلفون: Pape, Katharina, Galeano, Pedro, Wied, Dominik

مصطلحات موضوعية: ddc:310, ddc:330, ddc:620, dynamic conditional correlation, threshold function, parameter changes, online detection, multivariate sequences

العلاقة: Discussion Paper / SFB823;7, 2017; http://hdl.handle.net/2003/35914Test; http://dx.doi.org/10.17877/DE290R-17937Test

الإتاحة: https://doi.org/10.17877/DE290R-17937Test
http://hdl.handle.net/2003/35914Test

المؤلفون: Morana, Claudio

مصطلحات موضوعية: ddc:330, E30, E50, C32, Oil Price Shocks, Oil Price-macroeconomy Relationship, Risk Factors, Semiparametric Dynamic Conditional Correlation Model, Time-varying Parameter Models

العلاقة: Series: Nota di Lavoro; No. 23.2016; gbv-ppn:856975540; http://hdl.handle.net/10419/142297Test; RePEc:fem:femwpa:2016.23

الإتاحة: http://hdl.handle.net/10419/142297Test

المؤلفون: Hafner, Christian M., McAleer, Michael

مصطلحات موضوعية: ddc:330, C22, C52, C58, G32, Dynamic conditional correlation, dynamic conditional covariance, vector random coefficient moving average, stationarity, invertibility, asymptotic properties

العلاقة: Series: Tinbergen Institute Discussion Paper; No. 14-087/III; gbv-ppn:790394162; http://hdl.handle.net/10419/107800Test; RePEc:dgr:uvatin:20140087

الإتاحة: http://hdl.handle.net/10419/107800Test

المؤلفون: Hafner, C.M. (Christian), McAleer, M.J. (Michael)

مصطلحات موضوعية: Dynamic conditional correlation, dynamic conditional covariance, vector random coefficient moving average, stationarity, invertibility, asymptotic properties

وصف الملف: application/pdf

العلاقة: http://repub.eur.nl/pub/51652Test; urn:hdl:1765/51652

الإتاحة: http://repub.eur.nl/pub/51652Test