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

Ñíguez, T.M. and Rubia, A. (2002) Forecasting the conditional covariance matrices of a portfolio under long-run temporal dependence. In: Instituto Valenciano de Investigaciones Economicas, Oct 2002, Seville, Spain..

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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: 14 Sep 2017 13:25
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/739

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