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Portfolio selection using the principal components GARCH model |
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| Authors: | Katja Specht Wolfgang Gohout |
| Affiliation: | (1) University of Giessen, Licher Strasse 64, D-35394 Giessen;(2) Pforzheim University of Applied Sciences, Tiefenbronner Strasse 65, D-75175 Pforzheim |
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| 本文献已被 SpringerLink 等数据库收录！ | |