Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach

Rabeh Khalfaoui (), Aviral Tiwari and Xuan Vinh Vo
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Rabeh Khalfaoui: ICN Business School
Xuan Vinh Vo: UEH - University of Economics Ho Chi Minh City

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Date: 2021-12-14
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Published in Encyclopedia of Finance, Springer International Publishing, pp.1-40, 2021, ⟨10.1007/978-3-030-73443-5_108-1⟩

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Chapter: Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03805006

DOI: 10.1007/978-3-030-73443-5_108-1

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