PUBLICACIÓN
Multivariate GARCH models and risk minimizing portfolios: The importance of medium and small firms
ACCEDER A LA PUBLICACIÓN:
Miralles Marcelo, José Luis, Miralles Quirós, José Luis, Miralles Quirós, María del Mar
2013 Spanish Review of Financial Economics
Economics and Econometrics (Q4), Finance (Q4)
SJR: 0.147
CITAS
14
DOI
10.1016/j.srfe.2013.03.001
EID
2-s2.0-84878369419
ISSN
2173-1268
BIBTEX
@article{Miralles-Quiros2013,title = {Multivariate GARCH models and risk minimizing portfolios: The importance of medium and small firms},journal = {Spanish Review of Financial Economics},year = {2013},volume = {11},number = {1},pages = {29-38},author = {Miralles-Marcelo, J.L. and Miralles-Quir{\'o}s, J.L. and Miralles-Quir{\'o}s, M.D.M.}}
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