Name: GARCH in Action - ポートフォリオ最適化における動学的共分散
Uploaded: 2026-06-16T00:00:00Z
Description: In this final chapter, you’ll learn how to apply the GARCH models you’ve previously learned to practical financial world scenarios. You’ll develop your skills as you become more familiar with VaR in risk management, dynamic covariance in asset allocation, and dynamic Beta in portfolio management.