Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence

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

Full text not available from this repository.
Official URL: http://dx.doi.org/10.1002/for.997
Item Type: Article
Additional Information: Online ISSN 1099-131X
Subjects: University of Westminster > Westminster Business School
Depositing User: Miss Nina Watts
Date Deposited: 30 Jun 2006
Last Modified: 01 Nov 2012 15:37
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2273

Actions (login required)

Edit Item (Repository staff only) Edit Item (Repository staff only)