Bénéfices de la diversification internationale des portefeuilles: Une modélisation dcc-mvgarch

M. Zayati (zayati_monta@hotmail.fr), A.S. Chaabene and Makram Bellalah (makram.bellalah@u-picardie.fr)
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Makram Bellalah: CRIISEA - Centre de Recherche sur les Institutions, l'Industrie et les Systèmes Économiques d'Amiens - UR UPJV 3908 - UPJV - Université de Picardie Jules Verne

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Date: 2016
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Published in Revue de l'OFCE, 2016, 146 (2), pp.89--123. ⟨10.3917/reof.146.0089⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03680578

DOI: 10.3917/reof.146.0089

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