Cross-Asset Portfolio Modeling: A Comparative Study of Symmetrical and Asymmetric Dynamic Methods
This study aims to develop a dynamic portfolio model based on asset class, precious metals, world oil, and dollar index. This study performs a comparative test between the Dynamics Conditional Correlation (DCC) and Asymmetric Dynamics Conditional Correlation (ADCC) to determine the best method in fo...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas 17 Agustus 1945 (UNTAG) Semarang
2025-01-01
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| Series: | Media Ekonomi dan Manajemen |
| Subjects: | |
| Online Access: | https://jurnal.untagsmg.ac.id/index.php/fe/article/view/5302 |
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