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

Níguez, T. M. and Rubia, A. (2003) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Working Paper. Instituto Valenciano de Investigaciones Económicas, Valencia, Spain.

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Official URL: https://dx.doi.org/WP-AD2003-34
Item Type: Monograph (Working Paper)
Subjects: University of Westminster > Westminster Business School
SWORD Depositor: repository@westminster.ac.uk
Depositing User: repository@westminster.ac.uk
Date Deposited: 13 Dec 2006
Last Modified: 18 Mar 2016 15:52
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2841

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