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

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)
Subjects: University of Westminster > Westminster Business School
Depositing User: Miss Nina Watts
Date Deposited: 13 Dec 2006
Last Modified: 01 Nov 2012 15:39
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/2842

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