Time-Varying Portfolio Selection Based on DCC-MIDAS and Parametric Scheme

XU Qifa, ZUO Junqing, JIANG Cuixia

Journal of System Science and Mathematical Science Chinese Series ›› 2018, Vol. 38 ›› Issue (4) : 438-455.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2018, Vol. 38 ›› Issue (4) : 438-455. DOI: 10.12341/jssms13392

Time-Varying Portfolio Selection Based on DCC-MIDAS and Parametric Scheme

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(4): 438-455 https://doi.org/10.12341/jssms13392

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