Ñíguez, T. M. and Rubia, Antonio (2002) Forecasting the conditional covariance matrices of a portfolio under long-run temporal dependence. In: Instituto Valenciano de Investigaciones Economicas, Seville, Spain. (Submitted)
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| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 739 |
| Deposited On: | 21 Sep 2005 |
| Last Modified: | 22 Feb 2010 16:39 |
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