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

  1. Ñíguez, T.-M.
  2. Rubia, A.
Revue:
Journal of Forecasting

ISSN: 0277-6693,  1099-131X

Année de publication: 2006

Volumen: 25

Número: 6

Pages: 439-458

Type: Article

DOI: 10.1002/FOR.997 GOOGLE SCHOLAR
La source de données: Scopus