Search results

Records found: 1  
Your query: Author Sysno/Doc.kind = "^eu_un_cat 0215032 xcla^"
  1. KRESTA, Aleš. Application of GARCH-Copula Model in Portfolio Optimization. In Financial Assets and Investing. - Brno : Masarykova univerzita v Brně, 2015, 2015, vol. 6, no. 2, pp. 7-20.
    article

    article



  This site uses cookies to make them easier to browse. Learn more about how we use cookies.