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Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Jha, Ayush, Shirvani, Abootaleb, Jaffri, Ali, Rachev, Svetlozar T., Fabozzi, Frank J.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Econometrics General Finance
Accesso online:	Acceder al recurso
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