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 APA Style APA-ALL Style AAA 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). Simulation of Multivariate Financial Time Series Data for Portfolio Optimization. In Econometrie.http://hdl.handle.net/2105/59429

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