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Title:

Bayesian learning in an Affine GARCH model with application to portfolio optimization

Document type:
Zeitschriftenaufsatz
Author(s):
Escobar M., Speck M., and Zagst R.
Non-TUM Co-author(s):
ja
Cooperation:
-
Intellectual Contribution:
Discipline-based Research
Journal title:
Working Paper submitted for publication
Journal listet in FT50 ranking:
nein
Year:
2024
Journal volume:
12
Journal issue:
1611
Fulltext / DOI:
doi:10.3390/math12111611
Publisher:
Mathematics
Date of publication:
21.05.2024
Judgement review:
None
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
SDG:
;
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