A large constrained time‐varying portfolio selection model with
DCC‐MIDAS
: Evidence from Chinese stock market
Keyword(s):
2013 ◽
Vol 38
(4)
◽
pp. 35-52
◽
2015 ◽
Vol 66
(7)
◽
pp. 1115-1131
◽
2021 ◽
Vol 8
(2)
◽
pp. 58-81
Keyword(s):
2011 ◽
Vol 38
(9)
◽
pp. 11735-11743
◽
2011 ◽
Vol 7
(1)
◽
pp. 109-109
2010 ◽
Vol 23
(9)
◽
pp. 1114-1119
◽