ECONOMIA FINANCIERA Y CONTABILIDAD
Département
Trino-Manuel
Ñíguez
Publications dans lesquelles il/elle collabore avec Trino-Manuel Ñíguez (2)
2006
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Journal of Forecasting, Vol. 25, Núm. 6, pp. 439-458
2003
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Working papers = Documentos de trabajo: Serie AD