author = { Peng, Cheng AND Kim, Young Shin AND Mittnik, Stefan },

title = { Portfolio optimization on multivariate regime-switching garch model with normal tempered stable innovation },

publisher = {},

isbn = {1911-8074},

keywords = { conditional value-at-risk , conditional drawdown-at-risk , GARCH model , Markov regime-switching model , normal tempered stable distribution , portfolio optimization , Aufsatz in Zeitschrift },

year = {2022},

address = { },

url = { http://slubdd.de/katalog?TN_libero_mab2 }