Language : English
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Paper Publications

A large constrained time-varying portfolio selection model with DCC-MIDAS: Evidence from Chinese stock market

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Journal:International Journal of Finance & Economics

Co-author:Zuo Junqing,,Jiang Cuixia,He Yaoyao

First Author:Xu Qifa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:26

Issue:3

Page Number:3417-3435

Translation or Not:no

Date of Publication:2021-08-05

Included Journals:SSCI