Vladimira Perica-Valtera 4
Bulevar kralja Petra I 38
Novi Sad, 21000
Novi Sad Business School
European Union, Eastern Enlargement, Central and Eastern Europe, Sanctions, Economic Transition, European Perspective, Eurozone
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oil hedging, portfolio, risk-minimizing metrics, heterogeneous assets, wavelet, rolling DCC–GARCH model
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File name: BOER.pdf
Dynamic Conditional Correlation; East European markets; exchange rate; stocks; rolling regression
emerging markets, portfolio optimization, structural breaks
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