A GARCH-NIG-Copula Model for Portfolio Optimization Alex Lenkoski Kjersti Aas Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/50/14) Year: 2014 Issue: SAMBA/50/14 Number of pages: 45 Alex Lenkoski Research Leader Kjersti Aas Research Director SAMBA You are here: Home Publications Report A GARCH-NIG-Copula Model for Portfolio Optimization
