Níguez, Trino Manuel and Rubia, Antonio (2003) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. In: X Forum of Finance, Seville, Spain. (Submitted)
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| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 2842 |
| Deposited On: | 13 Dec 2006 |
| Last Modified: | 01 Nov 2012 15:39 |
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