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Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework

Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2018) Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework. The North American Journal of Economics and Finance. DOI https://doi.org/10.1016/j.najef.2018.06.012



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