COMBINING MULTIVARIATE VOLATILITY FORECASTS IN A HIGH-DIMENSIONAL SETTING: DOES STATISTICAL PERFORMANCE TRANSLATE TO PORTFOLIO PERFORMANCE?
Bachelor's
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| Format: | Theses and Dissertations |
| Published: |
2023
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/235858 |
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| Institution: | National University of Singapore |