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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)
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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