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

Níguez, Trino Manuel 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:01 Nov 2012 15:39

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