Níguez, Trino Manuel and Rubia, Antonio (2006) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Journal of Forecasting, 25 (6). pp. 439-458. ISSN 0277-6693
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Official URL: http://dx.doi.org/10.1002/for.997
| Item Type: | Article |
|---|---|
| Additional Information: | Online ISSN 1099-131X |
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 2273 |
| Deposited On: | 30 Jun 2006 |
| Last Modified: | 01 Nov 2012 15:37 |
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