Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Trino-Manuel Ñíguez and Antonio Rubia
| Year of publication: |
2006
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel ; Rubia, Antonio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 6, p. 439-458
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| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003378446