WestminsterResearch

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

Níguez, Trino Manuel (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. (Submitted)

Full text not available from this repository.


Item Type:Conference or Workshop Item (Paper)
Research Community:University of Westminster > Westminster Business School
ID Code:738
Deposited On:21 Sep 2005
Last Modified:01 Nov 2012 15:39

Repository Staff Only: item control page