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

Níguez, T. M. (2002) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. In: XXVII Symposium of the Economic Analysis, 12-14 Dec 2002, Salamanca, Spain.

Full text not available from this repository.
Item Type: Conference or Workshop Item (Paper)
Subjects: University of Westminster > Westminster Business School
SWORD Depositor: repository@westminster.ac.uk
Depositing User: repository@westminster.ac.uk
Date Deposited: 21 Sep 2005
Last Modified: 18 Mar 2016 15:50
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/738

Actions (login required)

Edit Item (Repository staff only) Edit Item (Repository staff only)