1.
Nguyen Minh Nhat. The Effectiveness of Multivariate Garch Models in Portfolio Selection in the Context of the Covid-19 Pandemic. Journal of Computational Analysis and Applications (JoCAAA) [Internet]. 2024 Sep. 23 [cited 2024 Sep. 27];33(06):36-45. Available from: http://eudoxuspress.com/index.php/pub/article/view/676