Simulation of Multivariate Financial Time Series Data for Portfolio Optimization

Additional Metadata
Keywords	Dcc GARCH; bootstrap; variational autoencoder; simulation; portfolio optimisation
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/59429
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Balesse, L. (2021, September 15). Simulation of Multivariate Financial Time Series Data for Portfolio Optimization. Econometrie. Retrieved from http://hdl.handle.net/2105/59429

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