Níguez, Trino Manuel and Rubia, Antonio (2003) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Working Paper. Instituto Valenciano de Investigaciones Económicas, Valencia, Spain.
Full text not available from this repository.
Official URL: http://www.ivie.es/downloads/docs/wpasad/wpasad-20...
| Item Type: | Monograph (Working Paper) |
|---|---|
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 2841 |
| Deposited On: | 13 Dec 2006 |
| Last Modified: | 01 Nov 2012 15:38 |
Repository Staff Only: item control page
