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A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model: Illustrated with a China portfolio
Qi Deng
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Corresponding author for this work
International Business School Suzhou
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peer-review
9
Citations (Scopus)
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9
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27
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Dive into the research topics of 'A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model: Illustrated with a China portfolio'. Together they form a unique fingerprint.
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Computer Science
Models
100%
Application
100%
Vectors
100%
Correlation
100%
Error Correction
100%
Design
5%
Utilities
5%
Contexts
5%
Standards
5%
Covariance Matrix
5%
Financial Time
5%
Economics, Econometrics and Finance
Return
100%
Measure of Dispersion
100%
Investors
100%
Portfolio Selection
100%
Time Series
100%
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