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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñiguez, Trino-Manuel; Rubia, Antonio - In: Journal of forecasting 25 (2006) 6, pp. 439
Persistent link: https://www.econbiz.de/10007277668
Cover Image
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel; Rubia, Antonio - In: Journal of forecasting 25 (2006) 6, pp. 439-458
Persistent link: https://www.econbiz.de/10003378446