Ji Ma, Jianxu Liu, Songsak Sriboonchitta. A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 443-453, Springer, 2018. [doi]
Abstract is missing.