%0 Generic
%T Portfolio optimization on multivariate regime-switching garch model with normal tempered stable innovation
%A Peng, Cheng
%A Kim, Young Shin
%A Mittnik, Stefan
%@ 1911-8074
%K conditional value-at-risk
%K conditional drawdown-at-risk
%K GARCH model
%K Markov regime-switching model
%K normal tempered stable distribution
%K portfolio optimization
%K Aufsatz in Zeitschrift
%D 2022
%U http://slubdd.de/katalog?TN_libero_mab2
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