Portfolio selection via high-dimensional D-vine Copula-MIDAS Method

WANG Weiqing, LI Yuqing, WANG Liukai, LI Mengting, FU Zeyi

Journal of System Science and Mathematical Science Chinese Series ›› 2024

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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 ›› 2024 DOI: 10.12341/jssms23910

Portfolio selection via high-dimensional D-vine Copula-MIDAS Method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024 https://doi.org/10.12341/jssms23910

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