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Book Chapter: Optimal asset allocation under GARCH model

TitleOptimal asset allocation under GARCH model
Authors
Hui, WCYang, HYuen, KC
Issue Date2001
PublisherImperial College Press.
Citation
Optimal asset allocation under GARCH model. In Statistics and Finance An Interface, p. 336-347. London, U.K.: Imperial College Press, 2000 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/120734

 

DC FieldValueLanguage
dc.contributor.authorHui, WCen_HK
dc.contributor.authorYang, Hen_HK
dc.contributor.authorYuen, KCen_HK
dc.date.accessioned2010-09-26T09:53:46Z-
dc.date.available2010-09-26T09:53:46Z-
dc.date.issued2001en_HK
dc.identifier.citationOptimal asset allocation under GARCH model. In Statistics and Finance An Interface, p. 336-347. London, U.K.: Imperial College Press, 2000en_HK
dc.identifier.urihttp://hdl.handle.net/10722/120734-
dc.languageengen_HK
dc.publisherImperial College Press.en_HK
dc.relation.ispartofStatistics and Finance An Interfaceen_HK
dc.titleOptimal asset allocation under GARCH modelen_HK
dc.typeBook_Chapteren_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.emailYuen, KC: kcyuen@hkusua.hku.hken_HK
dc.identifier.hkuros72873en_HK
dc.identifier.spage336en_HK
dc.identifier.epage347en_HK

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