id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-1063	Fiszeder, Piotr	Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices	2011	12	.pdf	application/pdf	4364	169	44	Specifications of Multivariate GARCH Models Eight parameterizations of multivariate GARCH models were applied in the analysis: Scalar BEKK, Integrated, CCC, Orthogonal, DCC, Integrated DCC, DECO-DCC and additionally Scalar BEKK with Student-t innovations. K e y w o r d s: multivariate GARCH models, time-varying covariance matrix, portfolio selection.	cache/dem-1063.pdf	txt/dem-1063.txt
