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  • Konstrukcja portfeli efektywnych z zastosowaniem wielorownaniowych modeli (added: 2020-02-25) 

    Fiszeder, Piotr (Oficyna Wydawnicza AFM, 2007)
    The purpose of this paper is to present dynamic approach to selection of efficient port folios using a forecasts of variances and covar iances from the multivaria te GARCH models. Evaluation of efficiency for different ...