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DCC-GARCH
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Sharpe ratio
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backtesting
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emerging markets
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government bonds
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international diversification
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kehittyvät markkinat
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Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
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Kontoniemi, Henri
Published 2017
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Master's thesis
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Master's thesis
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DCC-GARCH
1 results
1
Sharpe ratio
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1
backtesting
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1
emerging markets
1 results
1
government bonds
1 results
1
international diversification
joukkovelkakirjat
1 results
1
kehittyvät markkinat
1 results
1
korrelaatio
1 results
1
market correlation
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1
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Kauppakorkeakoulu
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automatic subjects
bonds
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bonds and debentures
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correlation
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emerging markets
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security market
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eng
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