Browsing by Author "Anh, Vu Minh"
Now showing items 1-1 of 1
-
Applying dynamic conditional correlation- garch model in portfolio selection of Vietnam's stock market
Anh, Vu Minh (International University - HCMC, 2019)This thesis aims to implement Dynamic Conditional Correlation - GARCH model for estimating the conditional covariance matrices in a large dimension for Vietnamese stocks. We rst randomly select a portfolio contains 10 ...